FRSGlobal, a part of Wolters Kluwer Financial Services, a leading worldwide provider of compliance and risk management solutions for the financial services industry, today announced it will be ...

Backtesting is an essential component of the implementation and operation of any risk model. As perhaps the most well-known market risk metric, value at-risk (VaR) has received regulatory, industry ...

JP Morgan incurred two value-at-risk backtesting breaches in the first quarter – a volatile three months that saw the bank’s loss-potential gauge hit its highest in three years. Daily losses topped ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Pete Rathburn is a copy editor and fact-checker with expertise in economics and ...

While it may be true, as told by the Roman poet, Horace, and quoted by Ben Graham and David Dodd in their front piece to Security Analysis, that "many shall be restored that are fallen…", it is also ...

The following post was written and/or published as a collaboration between Benzinga’s in-house sponsored content team and a financial partner of Benzinga. Smart investing is not for the faint of heart ...

Vol. 64, No. 5, Special Issue on Systemic Risk: Models and Mechanisms (September–October 2016), pp. 1056-1072 (17 pages) This paper attempts to provide a decision-theoretic foundation for the ...