Back-testing of Expected Shortfall: Main challenges and methodologies

Following recent financial crises and their disastrous impacts on the industry, regulators are proposing tighter monitoring on banks so that they can survive in extreme market conditions.

B. Genest

B. Genest

Partner at the London office. He is specialized in Risk & Finance and head of Global Research & Analytics.
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JOINING FORCES TO SHAPE A BOLDER FUTURE FOR OUR CLIENTS

After 13 years of a wonderful journey, alongside talented colleagues and valued clients, it is time for Chappuis Halder & Co. to begin a new adventure as Capgemini Invent.

 

As thinkers and doers, we have supported clients around the world and have consistently invested in expertise to provide thought leadership and deliver impactful projects related to Finance, Risk and Compliance ESG, Business development and Organization transformation, Data, Tech, and Cybersecurity.

 

Joining forces with Capgemini Invent presents an extraordinary opportunity to accelerate and go above and beyond as a global team to “Seize the full potential of financial services”.

Our journey continues as

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