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Goldman's market RWAs grew $14.9 billion in Q1

The increase was largely due to higher VAR and SVAR measures ....

Goldman Sach , Morgan Stanley , Bank Of America , Bny Mellon , Goldman Sachs , Jp Morgan , Morgan Stanley , State Street , Wells Fargo , Capital Requirements , Market Risk , Historical Data , Risk Weighted Assets Rwas , Value At Risk Var , Stressed Value At Risk Svar , Isk Quantum , கோல்ட்மேன் சாக் , மோர்கன் ஸ்டான்லி , வங்கி ஆஃப் அமெரிக்கா , டேட் தெரு ,

In fake data, quants see a fix for backtesting

Risk.net
Traditionally quants have learnt to pick data apart. Soon they might spend more time making it up
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It wasn’t a surprise that videos of Tom Cruise playing golf and doing magic tricks should rack up millions of views on TikTok earlier this year. The real surprise was that the clips didn’t feature Tom Cruise at all. They were fakes.
The technology behind these ultra-realistic ‘deep fake’ videos, now common on social media platforms, has already found a home in finance where quants are using it to create parallel universes of data to test investment strategies. ....

Tom Cruise , Historical Data , Monte Carlo Simulation , Neural Networks , Machine Learning , Quant Investing , Data Science , Synthetic Data , Deep Hedging , டோம் கப்பல் ,

ECB's Trim found 900 flaws with 31 banks' market risk models

Risk.net
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The European Central Bank identified 900 issues with the internal market risk models used by 31 banks through its years-long audit – of which over one-quarter were designated “high severity”.
The ECB’s Targeted Review of Internal Models (Trim), which kicked off in 2016 and closed last year, identified 824 specific deficiencies with the in-house models for generating market risk capital requirements used by banks in scope of the exercise, plus additional problems following consistency checks
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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 ....

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