News
Google News: Stress test struggle: separating liquidity and market risks
[Risk.net] - A more sophisticated approach would be to incorporate the cost of a stress liquidation into a model, revalue the firm's assets, and recalculate risk and capital metrics – like the value-at-risk – using this new data. Eduardo Epperlein.
UPDATE 3-MOVES-Citi, RBS, RBC, UBS, BNP Paribas | Reuters
www.reuters.com
The following financial services industry appointments were announced on Thursday. To inform us of other job changes, send an email to .
UPDATE 2-MOVES-RBC, UBS, BNP Paribas, Instinet Inc
www.finanznachrichten.de
Nomura, the global investment bank, appointed Eduardo Epperlein as Global Head of Risk Methodology. Based in London, Epperlein will be ...
Eduardo Epperlein - FinReg|Alertwww.finregalert.com › topic › eduardo-epperlein
www.finregalert.com
Eduardo Epperlein. Some stories require a subscription to access the full source article. News. FRTB 2.0: Lower Capital but High Running Costs. By Samuel ...
sorted by relevance / date