BNP Paribas and Deutsche Bank recorded two value-at-risk backtesting exceptions each in April, joining a growing list of global peers whose models were caught out by volatile markets following US ...
JP Morgan twice exceeded its regulatory value-at-risk during backtesting in the three months to end-June, triggering its first capital add-on in three years. On 25 of the quarter’s 65 trading days, ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback