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• 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:

  Title

  ... FRTB Standardized Approach ...

  Tag

  ... standardized approach ...

  Full Text

  ... ) to focus on tail risk ◆ An overhaul of the standardized approach (sa) to make it more risk sensitive ...

  
  

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