@Dr. Jayanthi Sankaran Please see below:
VAR versus expected shortfall: why Priips has got it wrong
Hardwiring of older risk measure into Priips means risk ratings could mislead investors
Missing the point: the Priips 2.5% VAR methodology effectively disregards any differences in the...
Please could you advice on which SQL package (Oracle, Microsoft, etc...) is good for a risk manager (or finance in general). @Mkaim @brian.field and @Dr. Jayanthi Sankaran which one is more applicable in the industry.
Thanks
Seidu
More
http://www.risk.net/structured-products/opinion/2467079/var-versus-expected-shortfall-why-priips-has-got-it-wrong?utm_medium=email&utm_campaign=RN.NLAR.NLSUF_Submit.A.TR&utm_source=RN.DCM.NLSUF_Transactional&im_amfcid=16161384&im_amfmdf=5316e2df525c9683aae1f762a3853581
This may interest forum members:)
http://www.risk.net/operational-risk-and-regulation/opinion/2465147/what-brexit-teaches-operational-risk-management
Thanks
Seidu
Great stuff guys!! thanks for the moral booster @Mkaim,FRM and @brian.field,FRM. I wish we will always have you around the forum for insight like this.
You make me feel more happy for opting for the FRM (Though is not well developed in Afrca as well, but we are moving there!)
Thanks
Seidu
This may be of interest.
https://www.eba.europa.eu/risk-analysis-and-data/eu-wide-stress-testing/2016/results
https://www.linkedin.com/pulse/introducing-leverage-ratio-assessing-capital-adequacy-sascha-steffen?trk=hp-feed-article-title-like
Seidu.
This may interest some of us!!
http://www.globalcustodian.com/Market-Infrastructure/Costs-of-central-clearing-may-re-incentivise-bilateral-derivatives/
Seidu.
You mean this (see picture below)
I can see it has changed, but has nothing to do with the designation I believe. (You are registering for the Financial Risk Management program (after which you will have the title of Risk Manager)
Thanks.
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