FRSGlobal

A-Team Group, April 2010 - "FRSGlobal’s Brammertz Talks up a More Balanced Approach to Risk Beyond VaR"

Value at risk (VaR) should not be used in isolation but rather as one tool within a wider risk modelling toolbox that comprises of both mathematical models and scenario testing, according to Willi Brammertz, senior risk advisor at risk and regulatory reporting solution vendor FRSGlobal.

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