Why does bank regulation fail? Is there an alternate to Capital Adequacy
17 mins read time As traders we spend a great deal of time trying to make sense of risk limits. But where do risk limits come from? How can we tell if they are broken or if they work? What is the right way of setting risk limits that work.
5 mins read time It is that time of the year again within the […]
2 mins read time What is the appropriate time step to use in estimating […]
8 mins read time BCBS 239. Principles for effective risk data aggregation and risk […]
3 mins read time Economic Capital – Everything you ever wanted to know but […]
4 mins read time So far we have presented two methods for estimating Economic […]