FRTB Standardized Approach

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Basel Practitioners

Basel Practitioners

Күн бұрын

FRTB Standardized Approach - High Level Overview
FRTB-SA:
Key Terminology
Risk Classes - Buckets - Measures - Risk Factors
Comparison with Credit Risk
Framework
Sensitivity Based Method | Delta & Vega Risk Charge
Curvature Risk Charge
Correlation Scenarios
Default Risk Charge (DRC)
Residual Risk Add on (RRAO)

Пікірлер: 5
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