The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how capital requirements have evolved since the VAR regulatory regime was revamped in 2009
This is the second in a series of extended articles from Risk.net’s Risk Quantum desk, which produces daily data articles, available via a Risk Management subscription. You can find all the articles in this series here.
When the financial world came tumbling down in 2008, nobody in Wall Street’s intelligentsia may have felt more vindicated than Nassim Nicholas Taleb.
The Lebanese-American trader
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