The new rules of market risk management

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    Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent Risk.net webinar, convened in collaboration with Numerix, an expert panel discussed the changing nature of market risk management and how innovative approaches to stress-testing, technology and analytics are helping firms navigate these challenging times