CORE Search Results Start Search Over

• FRTB Standardized Approach

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  Fundamental Review of the Trading Book, FRTB, standardized approach, internal model approach, Sensitivity-based risk charge, Default risk charge

  Search term matches:

  Tag

  ... fundamental review of the trading book ...

  Full Text

  ... ◆ The Fundamental Review of the Trading Book (FRTB) is a new Basel committee framework for the next generation ...

  
  

Viewing item 1 to 1 (of 1 items)