WEBINAR ENDED
About This Webinar
An introduction to best practices of curve design and integration into a risk framework. We discuss incorporating VaR and delta sensitivity into risk reporting for full coverage. We demonstrate a case study of curve design for EBA stress testing and risk reporting and how the ARMS platform is ideally suited for flexible, daily risk generation.
Presenter
  • H
    Hamish Darbyshire
    Senior Manager, FCG