VAR limits: dislocations put focus on other lines of defence | Numerix

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Risk | March 6, 2015 | By Nazneen Sherif

This article examines recent market events, namely big dislocations in the Swiss franc and the US Treasury market. Satyam Kancharla, Numerix CSO discusses challenges banks face in implementing an automated, enterprise-wide stress testing framework.

Risk | VAR limits: dislocations put focus on other lines of defence

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