Charles Richard


“The mechanics of meeting the recent US Bank Stress Test deadline.”


“The mechanics of meeting the recent US Bank Stress Test deadline.”

May 2009

(Part 3 of 3) Conversation with Charles Richards, Co-founder, QRM (Quantitative Risk Management)
Pro-cyclicality - future risk management priorities - scenario stress testing


“The mechanics of meeting the recent US Bank Stress Test deadline.”


“The mechanics of meeting the recent US Bank Stress Test deadline.”

May 2009

(Part 2 of 3) Conversation with Charles Richards, Co-founder, QRM (Quantitative Risk Management)
economic scenarios and modeling - ALM - negotiations with regulators on modeling


“The mechanics of meeting the recent US Bank Stress Test deadline.”


“The mechanics of meeting the recent US Bank Stress Test deadline.”

May 2009

(Part 1 of 3) Conversation with Charles Richard, Co-founder, QRM (Quantitative Risk Management)
Basel II - stress testing models at US banks - Basel II in US banks and their focus on Pillar 1 - the failings of value at risk (VAR).