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Practical Applications: Risk Analytics for the Trading Book

The regulatory scrutiny which our banking clients now face is unprecedented.  Consequently, the demand for new ways to examine and manage risk is expanding rapidly. 

Please join us for a webinar where we will review our product functionality that is aimed at helping our clients to address a variety of recent regulatory demands.  The focus here will be on analytics which address some of the recent US rules on calculating risk-based capital for the trading book, also known as Basel 2.5.

Agenda Topics Include:
  • Value at Risk (VaR) based capital requirements
  • Stressed VaR
  • Specific risk add-ons
  • Incremental risk charge
  • P-value reporting

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