This year’s theme is Balancing Act: Addressing Today's Financial and Non-Financial Risks. The symposium is set for March 6 in New York. Risk.net subscribers can save 10% with promo code RN10FRS.
The authors demonstrate that initial margin is not value-at-risk, but its approximation, and suggest a generic backtesting and verification framework that accommodates both forecasting limitations and existing models.
The authors investigate the use of text information processing methods for financial distress prediction and how this method can be combined with traditional means to improve prediction accuracy.
28 Jan 2025 
28 Jan 2025 
