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Enterprise Risk Aggregation and SR 99-18, January 29th 1100AM ET-20090129 1602.mp4
SR 99-18 was first proposed in 1999, and in the course of the past nine years, its core recommendations were subsumed by the debate over Basel II. The debate, from 2004-07, centered around banks’ adoption of Basel II – their reluctance, and their thoughts on investing in internal models. Regardless of the Basel II approaches that domestic banks adopt, there will always be an economic capital based argument to risk-align capital reserves. SR 99-18 is a capital adequacy framework that is especially relevant in today’s market. Banking regulators will increasingly expect a sound internal capital adequacy analysis from all banks, and not just those that participate in complex securitization transactions and secondary credit markets. Given today’s market conditions, it is a good time to invest in enterprise risk solutions that can provide deep and timely insight into all risk-generating activities, firm-wide. 

In this complimentary webcast from TIBCO Spotfire’s Venkat Mullur will discuss how TIBCO Spotfire’s Enterprise Risk Aggregation solution provides a sound mechanism to factor in all relevant risks, define correlations, and derive joint loss distributions.
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