Gardar Kjartansson commented on Tobias Voigt's blog post FRTB: Replacing VaR with Expected Shortfall in market risk
"Well written and compact article. 
I have also known these two metrics for some years now. I think which metric you use does not matter in practice because the uncertainty and sensitivity is so high in these tails that the number you get is just…"
Oct 14, 2015

    About Us

    The GlobalRisk Community is a thriving community of risk managers and associated service providers. Our purpose is to foster business, networking and educational explorations among members. Our goal is to be the worlds premier Risk forum and contribute to better understanding of the complex world of risk.

    Business Partners

    For companies wanting to create a greater visibility for their products and services among their prospects in the Risk market: Send your business partnership request by filling in the form here!

lead