FRS Global Announces Advanced VaR Back-testing Techniques
FRSGlobal, a provider of compliance and risk management technology to the financial services industry and a subsidiary of Wolters Kluwer Financial Services, is set to provide advanced Value at Risk (VaR) back-testing techniques within its products during Q1 this year.
According to FRSGlobal, the built-in back-testing techniques will allow risk managers to benefit from the application of statistical analysis on profit and loss data compared against VaR measures at configurable confidence levels
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