No model set
at Glass.Mapper.Sc.GlassHtml.MakeEditable[T](Expression`1 field, Expression`1 standardOutput, T model, Object parameters, Context context, Database database, TextWriter writer)
A revised boundary between the trading book and the banking book. The boundary has been strengthened, with the aim of discouraging regulatory arbitrage.
A revised and standardized approach for market risk. A more risk-sensitive framework should help address current shortcomings around guaranteeing sufficient regulatory capital.
A revised internal models approach for market risk. Multiple adjustments should help make internal model frameworks more robust.
Strategic and operational advisory: We have deep experience with governance and policy review, qualifying model accuracy and improving data quality for risk data aggregation implementation.
Tools and key accelerators: We have tools for conducting assessments and performing calculations, such as Expected Shortfall calculation. Further, we can assess the accuracy and risk for performance models, and provide a data management system.
People, partnerships and global experience: Our team includes specific skills and competencies, with access to global, local and cross-region insight and knowledge.
1. “Minimum capital requirements for market risk,” Basel Committee on Banking Supervision, January 2016. Access at: https://www.bis.org/bcbs/publ/d352.pdf.