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US arms of Credit Suisse, SMBC, Santander stumble on VAR

Breaches of trading forecasts in Q1 result in higher value-at-risk multipliers for the trio ....

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EU banks fear Brexit battle over FRTB internal models

Bank of England approach looks easier, but that may not make much difference to model uptake ....

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Action time on FRTB: is your bank ready for the data challenge?

The panel Stephane Rio, Chief executive and founder, Opensee Arnold Jesper Skimminge, Head of quantitative analytics, Nordea Sumesh ....

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Determining approaches to FRTB: weighing up the capital efficiencies

From 2024, FRTB will begin replacing existing rules for market risk capital in major financial jurisdictions ....

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Banks find new uses for discarded FRTB models

Much-maligned IMA models are being upcycled and repurposed for internal risk management ....

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