Goldman Sachs recorded one day in which trading losses exceeded value-at-risk estimates in Q4 2025, filings show, one of three US banks to incur a backtesting exception during the period. The last ...
Barclays’ regulatory value-at-risk model remains on amber status after recording another hypothetical backtesting exception in Q4 2025, leaving the rolling 12-month total at five for the second ...
Expectiles are a coherent and elicitable alternative to commonly used market risk measures, but practical backtesting tools ...
QQ plots of the empirical distributions of the six test statistics against their asymptotic chi-square distributions. Northwest: UC; North: IND1; Northeast: IND2; Southwest: IND3; South: NZ2; ...
Video assistant referee causes controversy every week in the Premier League, but how are decisions made, and are they correct? This season, we take a look at the major incidents to examine and explain ...
In the space of eight minutes at the end of Liverpool’s trip to Nottingham Forest’s City Ground on Sunday afternoon, Alexis Mac Allister enjoyed and endured the full gamut of emotions which ...
The Spanish Refereeing Committee (CTA) have admitted that Girona’s winning goal against Barcelona was wrongly awarded and the video assistant referee (VAR) who made ...
Football and rugby union are among the sports that use video technology to help determine contentious key decisions in matches. Football uses a video assistant referee (VAR) while rugby union's ...
Martin O'Neill slammed VAR meddling after Celtic’s damaging defeat to Hibs. The Parkhead boss had his say after two huge second-half calls which turned the tide against his side in their 2-1 loss.
Liverpool and Alexis Mac Allister were thwarted by VAR and then made to wait minutes later as their stoppage time winner was eventually given at Nottingham Forest. The Argentine's strike in the 96th ...
Premier League referees are losing faith in the new semi-automated offside technology that was introduced for this season - with a disallowed goal for Manchester City proving to be the tipping point.