Middle Office review: Middle Office Target state vs. Middle Office current state analysis
4 mins read time Treasury Middle Office “Target” and “Existing” Framework Gaps Treasury Middle […]
Basel Gap Analysis
4 mins read time For a Treasury Middle Office gap analysis exercise roadmap is defined by the market risk capital amendments (1996) and the Basel II guidelines that specify a number of qualitative and quantitative criteria required before supervisory approval for an internal model is granted.
Middle Office Review: Sample Middle Office Assessment and review report
4 mins read time Treasury Middle Office Compliance The client primarily manages Market and […]
Middle Office review: Sample middle office gap analysis report
7 mins read time rather than regulatory drivers determining limits and allowable exposures, an internal assessment of the risk reward ratio, capital requirements, strategic direction, income, net asset coverage and market environment should form the basis for the limit setting and review exercise.
Value at Risk for dummies: 9 simple rules for risk management – the Risk Metrics campaign
< 1 min read 9 commonsense Rules for implementing Value at Risk Earlier […]