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Friday, September 18, 2009

Algorithmics - Quantitative Risk Analysis in RSA

Algorithmics RSA
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Toronto/London/Johannesburg - April 9, 2008 - Algorithmics today announced that Nedbank has received Advanced IRB approval for credit risk capital requirements under Basel II from the South African Reserve Bank (SARB). This makes Nedbank one of only three banks in South Africa to be granted A-IRB approval for credit risk, the first banks to be granted this status by the SARB.
Posted by david at 3:36 AM
Labels: algo, credit, HFT, quant, risk, SME, za

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