FRSGlobal, a part of Wolters Kluwer Financial Services, a leading worldwide provider of compliance and risk management solutions for the financial services industry, today announced it will be ...
JP Morgan twice exceeded its regulatory value-at-risk during backtesting in the three months to end-June, triggering its first capital add-on in three years. On 25 of the quarter’s 65 trading days, ...
BNP Paribas and Deutsche Bank recorded two value-at-risk backtesting exceptions each in April, joining a growing list of global peers whose models were caught out by volatile markets following US ...
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