Market Risk CADII Associate recruitment

For Market Risk, the CAD 2 programme for 2012/13 aims to: • Upgrade the business Value at Risk model for a Variance /Covariance approach to Historical Simulation approach which is more in line with industry standards; • Capture VaR during a stress period (Stressed VaR) and jump-to-default and migration risk (IRC or Incremental Risk Charge); • Introduce a new regulatory treatment for securitised products through a modelled approach or through a regulatory prescribed approach; For Credit Risk, the IMM Programme for 2012/13 aims to:• Introduce enhanced credit exposure measurement under Read more […]

February 17, 2012 • Tags: , • Posted in: Financial • Comments Off on Market Risk CADII Associate recruitment