EU lawmakers converge on centralising Simm validation
Industry cautiously optimistic Council and Parliament will support EBA compromise
Source: risk.net
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RiXtrema Launches Game Changing AI Tools for 401(k) Plan and Financial Advisors with Versions 2.0 of AdvisorAI and 401kAI
/PRNewswire/ -- RiXtrema, a New York-based pioneer in developing innovative tools for 401(k) plan and financial advisors using machine learning (ML),...
Source: prnewswire.com
US banks anticipate delay to Basel III implementation
New Fed supervision head expected to align schedule with EU and Japan, but time is tight
Source: risk.net
Size does matter: a study on the required window size for optimal-quality market risk models
In this paper the authors study different moving-window lengths for value-at-risk evaluation, and also address subjectivity in choosing the window size by
Source: risk.net
A prudent loss given default estimation for mortgages. II - Journal of Risk Model Validation
This paper introduces a prudent methodology to accurately estimates loss given default for mortgage portfolios and to stress test those portfolios effectively.
Source: risk.net