Comments for Orbit36 https://www.orbit36.com/ Risk Finance Solutions Tue, 08 Nov 2022 21:26:21 +0000 hourly 1 https://wordpress.org/?v=6.9.4 Comment on Banks in temporary troubles as clearers of energy firms by Working at Walmart https://www.orbit36.com/banks-in-temporary-troubles-as-clearers-of-energy-firms/#comment-1878 Tue, 08 Nov 2022 21:26:21 +0000 https://www.orbit36.com/?p=3821#comment-1878 Keep up the good work.

]]> Comment on Archegos case reveals flaws in RWA calculation and Stress Testing methods by Top Ten Credit Suisse Failures In The Archegos Debacle - The Art of Hedging https://www.orbit36.com/archegos-case-reveals-flaws-in-rwa-calculation-and-stress-testing-methods/#comment-481 Sat, 07 Aug 2021 12:38:36 +0000 https://www.orbit36.com/?p=2842#comment-481 […] under total return swap agreements, regulatory models assume a liquidation period of 10 days. As explained eloquently by Dr. Andreas Ita, and indeed as we have seen with Archegos, markets can move much faster on the way down, causing […]

]]>