The new market risk
Risk analysis
For much of the 1990s, market risk was the central focus for financial risk management professionals. When the Switzerland-based Basel Committee on Banking Supervision approved the use of internal models for calculating regulatory capital, it set off a flurry of activity. Existing models had to be documented, product and geographic coverage had to be expanded, and procedures for recurring back-tests had to be established. All this gave rise to extensive discussions around the relative
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