Open Platform: Value at Risk - The New Data Challenge

The financial crisis has had far-reaching consequences, and one area where this is particularly evident is risk management and its underlying market data. Banks face a new wave of regulations and increasing pressures to ensure risk modeling is sufficiently robust to avoid a repeat situation. Importantly, risk management approaches now play a crucial role in winning back shareholder confidence, ensuring banks' activities remain within agreed appetite thresholds.

The challenge is that a post