Quantitative Risk Management (QRM)


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


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

September 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).


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


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

September 2009

(Part 3 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).


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


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

September 2009

(Part 2 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).