Risk measurement under the spotlight

Portfolio management

IF NOT THE OLDEST PROFESSION, the banking business has a long history. In some ways, the core of banking is as it ever was: the banker borrows from retail depositors and invests in retail and commercial projects and institutions. The art and science of this revered business is the management of depositor withdrawal (‘liquidity’) and investment risks vis-à-vis the excess return of investment over borrowing. Bankers take risk and earn the spread.

Though long lived, the banking business is evolv

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: