Banca Commerciale Italiana Rolls VAR Reports To Traders
BANCA Commerciale Italiana (BCI) is revamping its market risk management practices by rolling out daily value-at-risk (VAR) reports to its global trading operation.
Officials at the Milan-based bank say BCI's risk initiative is designed to lay the foundation for a push into the European derivatives market.
Vittorio Maggiolini, head of BCI's risk control unit, says the bank hopes its new VAR
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