My January 2015 and 2016 columns dealt with proposed changes to the international standards by which banks are required to calculate their risk-based capital. “Basel Committee Proposes Changes to ...

FRTB, which will come into force in January 2019, is a prescriptive piece of banking regulation for calculating the capital firms must hold to protect against market risk, says Charlie Browne, head of ...

This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. The solution provides treasury teams a powerful tool that automates the ...

Survey of Senior Tech Officers and Data Specialists Recognizes Fundamental Review of Trading Book (FRTB) Solution for Transparency and Flexibility Adenza, the new company formed by the merger of ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Bonds' interest rates combine risk-free rate, inflation, liquidity, maturity, and default risk premiums. High-risk companies offer higher interest rates to compensate for possible default risks.

Downside risk refers to the potential for an investment to decrease in value. Unlike general risk, which considers both upward and downward price movements, downside risk focuses solely on the ...

Purpose: To examine the features of available Framingham-based risk calculation tools and review their accuracy and feasibility in clinical practice. Data Sources: Medline, 1966-April 2003, and the ...

“Good, strong product.” “The product is well utilised in the market.” “Built on sound risk management principles.” The platform offers capabilities across modellability assessment, scenario generation ...

Researchers at the UNC School of Medicine and the University of Vermont have developed a more precise way to assess stroke ...