Tricumen extends analysis to RWA and VaR
Tricumen today announces extension of its research capabilities to cover risk weighted assets (RWA) and Value at Risk (VaR) at the universe of investment banks that the Company follows on quarterly basis. Both RWA and VaR are provided at the product level; are normalised to take into account reporting differences; and are fully reconciled against the banks’ published financial reports.
Commenting on this enhancement, Darko Kapor said:
“Turbulent events of recent years highlighted the importance of holistic monitoring of risk-related underlying profitability, a trend we expect will become even more pronounced in the future. This latest addition to our Performance Monitor suite complements our established Revenue/Producer and Cost/Income dataset (both available at the product/regional level), and offers our clients an all- encompassing view of the world’s top-tier investment banks which we believe is unmatched by our competitors.”
Tricumen is a specialised market intelligence provider. Its clients include Investment Banks, strategy consulting firms and technology firms working with banks.
Tricumen is based near Cambridge in the UK. The firm leverages its core staff by drawing on its 50- strong global network of research partners. Tricumen has links with Cambridge University and is proud to sponsor an Economics Bursary.
For further details please contact:
Seb Walker on 07789 917763; or Darko Kapor on 07817 562 296