Barclays’ regulatory value-at-risk model remains on amber status after recording another hypothetical backtesting exception in Q4 2025, leaving the rolling 12-month total at five for the second ...
FRSGlobal, a part of Wolters Kluwer Financial Services, a leading worldwide provider of compliance and risk management solutions for the financial services industry, today announced it will be ...
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 ...