Tag: bank regulations
Value At Risk (VaR): Insights And Considerations For Risk Managers
We looked at the calculation of Value at Risk (VaR) in my last article. The definition was “the possible loss a portfolio, or position,...
How Value At Risk (VaR) Reporting Works For Banks Today
Value at Risk (VaR) was much maligned immediately after the crisis but it still plays a fundamental role in banks’ risk management today. Its...
Why Core Tier 1 (CET1) Is Important To Banks and Investors
In my last two articles we looked at the Liquidity Coverage Ratio and Net Stable Funding Ratio. These are important liquidity standards and the...
Net Stable Funding Ratio: Avoiding A Northern Rock Scenario
More bite size banking insights today. In my last article we looked at the Liquidity Coverage Ratio, this time we will consider the Net...
Banking In 2015 And Beyond: The Liquidity Coverage Ratio
My next few articles will look at banking and Basel III implications for banks. In this one, we will focus on the Liquidity Coverage...
