Agent-based simulation models offer a way forward for banks seeking a holistic perspective on interest rate risk on their books, or IRRBB. The Basel Commission on Banking Standards (BCBS) has placed more emphasis on banks to study how movements in interest rates affect banks’ profits and capital.
enterprise simulation; best execution; trading; market simulation
Krishnen shares his experience of moving to Simudyne to work directly with cutting edge technology, exploring uncharted territory to see what simulations shows us about how tomorrow could look, so that we can optimise our behaviour today.
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