Coutts Rolls Out Promco's Olivia For For Worldwide VAR Functionality

TECHNOLOGY & INTEGRATION

Coutts and Company, the private banking subsidiary of the U.K.'s National Westminster Bank, is reorganising its worldwide risk management operations.

The bank is increasingly relying on value-at-risk-based analytics to support both desk-level and organisation-wide risk management for its investment business.

VAR-based risk measurement techniques are redefining the way in which Coutts manages the market risk of its client portfolios, says Bruno Muller, Coutts' Zurich-based group chief economist.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

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 individual account here: