The corresponding credit value-at-risk (VaR), is the minimum loss of next year if the worst 0.03 percent event happens. In another words, 99.97 percent of the time the loss will not be greater than ...

To navigate today's challenges, AI governance will be the guiding force for organizations looking to maximize AI’s value ...

At March 2024, energy was the largest risk position, WTI crude and gasoline representing a fourth of total value at risk. Overall, energy represented a net long position, though foreign exchange ...

"This generalised rise in volatility, increasing investors' value-at-risk metrics and forcing deleveraging, will impact FX liquidity. The NOK traditionally performs very poorly in illiquid ...