Top US banks incurred a wave of value-at-risk backtesting breaches in the first quarter, as market volatility pushed several of the country’s largest dealers beyond their modelled loss estimates.

Groupe BPCE recorded three value-at-risk backtesting breaches in the second half of 2025, pushing the bank into the amber zone and increasing its market risk capital requirements. On October 29, ...

In the fast-paced world of forex trading, success often hinges on preparation and strategy. Backtesting is one of the most effective ways for traders to refine their approaches before putting real ...