QuartetFS: Real-time VaR
Our client needs regarding VaR
Our client is a major regional bank active in capital markets, asset management, retail banking and insurance. In line with the Basel II requirements, the bank has to comply with the Value at Risk (VaR) framework. Its vision for VaR however goes beyond the calculation of a single number or a tick-box exercise to comply with regulatory requirements. Instead, the bank has developed several functional enhancements, working alongside Quartet FS, to bring VaR into
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