Value-at-risk (VAR)
Credible capital: regulators prepare to tackle RWA divergence
Credible capital
Each: CCPs seek safety in numbers
Each and everyone
A local approach to risk management in Asia – Allen Kuo profile
Local knowledge
How relevant is VAR for energy markets?
How relevant is VAR for energy markets?
Stronger defences needed: stress testing a eurozone break-up
For a few dollars more
Not all hedges are created equal
Not all hedges are created equal
Quants weigh up VAR's flawed alternatives
VAR at risk
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Goodbye VAR? Basel to consider other risk metrics
Trading book review will look at replacing value-at-risk, but quants say the obvious alternative - expected shortfall - is not much better
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
RWA probe could cut modelling flexibility, says new Basel chief
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Bank models are built on foundations of sand
Foundations of sand
Cutting Edge introduction: risky contributions
Risky contributions
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
A historical-parametric hybrid VAR
A historical-parametric hybrid VAR