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Page 5 - Backtesting Features News Today : Breaking News, Live Updates & Top Stories | Vimarsana

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Top News In Backtesting Features Today - Breaking & Trending Today

JSCC's bond and IRS units hit by almost 200 breaches

Q2 volatility triggered some of the largest initial margin breaches ever reported by the CCP ....

Japan Securities Clearing Corporation , Japanese Government Bond , Japan Securities Clearing Corporation Jscc , Government Bonds , Apanese Government Bonds Jgbs , Nterest Rate Swaps , Learing Members , Initial Margin , Margin Models , Market Volatility , Isk Quantum ,

JP Morgan's VAR multiplier increases following Q2 breach

Citi also reported one backtesting exception but kept VAR-based market risk capital requirement flat ....

Jp Morgan , Federal Reserve , Nited States Us , Alue At Risk Var , Capital Requirements , Investment Banks , Market Risk , Risk Based Capital , Isk Weighted Assets Rwas , Isk Quantum ,

Back testing is for losers

I had so much fun on this week’s podcast with @kevinrmuir who is really one of the smoothest interviewers in the podcast business making you feel like ....

Bill Miller , Andrew Beer , Market Wizard , Trading View ,

Commerz's VAR multiplier ratchets up after three breaches in H1

Bank dodged increase in market RWAs by rebalancing to a lower-risk trading portfolio ....

Alue At Risk Var , Stressed Value At Risk Svar , Market Risk , Isk Weighted Assets Rwas , Capital Requirements , Trading Book , Isk Quantum ,

PRA's pot shots threaten Simm's global ubiquity

UK regulator’s push to improve model governance could tip non-cleared derivatives market into chaos ....

United States , Andy Warhol , Liz Taylor , International Swaps And Derivatives Association Isda , Bank Of England Boe , Prudential Regulation Authority Pra , Initial Margin , Non Cleared Trades , Bilateral Trade , Internal Models , Margin Models , Interest Rate Derivatives , Nterest Rate Swaps , Model Validation ,