Vår Energi has announced a collaboration with TechnipFMC for the delivery of subsea projects in the North Sea using an ...

Switching out three VaR models in less than a year raises questions about not only the models' stability but also how risks across large, systemically important institutions can be compared.

The Premier League believes its referees are setting a model for VAR that other leagues want to follow as the latest stats showed errors are down 35%.

VaR modeling determines the potential for loss in the entity being assessed and the probability of occurrence for the defined loss. One measures VaR by assessing the amount of potential loss, the ...

More striking still is the preponderance of RWAs that cannot be classified under any of Basel 2.5’s four building blocks. Generally, these are residual charges for model-blind spots – variously dubbed ...

2. Most importantly, a new improved Var model that CIO has been developing is in the near term process of getting approved by MRG and is expected to be implemented by the end of the January..

Like many banks, JPM used so-called value at risk modeling to gauge its exposure and warn of threats ahead. The problem is that its VaR model didn’t provide any early warning because they were ...

VAR modeling suggests that personal consumption expenditures will also increase after a 10% rise in the 10-year yield, but only by a slim 0.15%.

VAR model update cuts NatWest’s market RWAs by 26% Market RWAs fell from £10.9 billion to £8 billion in Q3 following regulatory approval for a VAR update linked to Libor cessation ...