06.05.2024 / 09:00
FRTB Standardised Approach – Sovereign Bonds
Discover with us each financial product's risk types which drive the product’s value. We will also show you how to calculate them!
Governance, Risk Management, Compliance
FINANCIAL
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Maximilian Salzberger
Managing Director
Stefan Weichert
Director
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18.04.2024 / 10:00
Model Implementation - The Future of Internal Market Risk Models according to FRTB
Discover the relevance of internal market risk models in the era of FRTB regulations. Our partner Stefan Weichert explores institutional hesitations around FRTB model adoption and unveils the potential advantages, including an analysis of cost, income variables, and crucial "soft" factors.
Governance, Risk Management, Compliance
31.07.2023 / 15:55
Value at Risk (VaR) vs. Expected Shortfall (ES)
Historical events like the financial crisis in 2008 have left substantial and persistent impacts on the banks’ contemporary risk management. Two prominent risk measures - Value at Risk (VaR) and Expected Shortfall (ES) - will be closer highlighted and assessed under different market volatility.
Governance, Risk Management, Compliance
Financial Market Losses