“I’ve now done four QISs, if you count QIS 2.5 as well, and I’m not sure I want to do another one,” said Jackson in an amused tone of voice. “And I’m not sure another QIS would be helpful. I think ...
The Basel Committee on Banking Supervision has adjusted parts of its new market risk framework, six months after the end of a quantitative impact (QIS) study on the measures. The most significant ...