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Google News: Basel 2.5: regulators still wrestling with Dodd-Frank clash
[Risk.net] - Added to this is a stressed VAR measure, with additional capital based on 10-day VAR at a 99% confidence interval for a one-year period when significant losses were suffered. The rules hit securitisations with a standardised charge based on credit
Goldman, liquidity and VAR | Analysis & Opinion | Reuters
blogs.reuters.com
by John Kemp The moral is that the basic one-day VAR figures being disclosed by Goldman Sachs and other financial firms in their SEC filings provide a very limited and potentially misleading indication of the true amount of risk they are running ...
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www.daniweb.com
by robroy Offset for day of month day or + day var hour = 19; through 23 for the hours of the day var tz = -6; // Offset for your timezone in hours from UTC var lab = 'tzcd'; // The id of the page entry where the timezone countdown is to ...
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