- Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market – KSE 100 Index over a selective time period
- Interest Rate Forecasting
- Will Basel III Kill Credit Models?
- Principles for the Management of Credit Risk – consultative document
- Market risk officers are overstretched, does anyone care?
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Throughout every sell-side market risk function I know pretty much every Managing Director (or equivalent) has been complaining about the amount of time they have to spend dealing with regulators. At first it was a period of major adjustment for the more senior executives as they had to work closely with the authorities. There was a view that this would blow over but after a few years it became apparent that they were not going to be solely inward-facing technical specialists anymore. Banks now appreciate that their senior risk specialists are the people regulators want to engage with.
To many people this has been a difficult addition to their remit as some in market risk and analytics are not natural socialisers and are unaccustomed to having outsiders question their methods and processes. As such we have seen a rise in the need to find people who have a more evolved…
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