Top US banks incurred a wave of value-at-risk backtesting breaches in the first quarter, as market volatility pushed several of the country’s largest dealers beyond their modelled loss estimates.
Groupe BPCE recorded three value-at-risk backtesting breaches in the second half of 2025, pushing the bank into the amber zone and increasing its market risk capital requirements. On October 29, ...
On October 28, the Securities and Exchange Commission (the “SEC”) adopted Rule 18f-4 (the “Rule”) under the Investment Company Act of 1940 (the “1940 Act”) and amended related rules designed to ...
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