Monat: Mai 2021

Archegos case reveals flaws in RWA calculation and Stress Testing methods

The large losses of some banks in their derivatives transactions with hedge fund Archegos indicate serious shortcomings in regulatory capital regulation and stress testing methods for collateralized OTC derivatives according…

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Archegos – A déjà vue of wrong risk-return pricing?

Did Credit Suisse’s Board forget the lessons from the 2008/2009 financial crisis? A key lesson learned was that banks need to price the risks they take appropriately and that investment…

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