As banks limit FRTB model use, outputs get more volatile : v

Risk managers say selection of stress window becomes more sensitive if fewer desks are on IMA

Related Keywords

, International Swaps And Derivatives Association Isda , Association For Financial Markets In Europe , Basel Committee On Banking Supervision Bcbs , Europe , North America , Frtb , Expected Shortfall Es , Alue At Risk Var , Stressed Value At Risk Svar , Trading Book , Covid , Financial Crisis , Russia Ukraine Conflict , Standardised Approaches , Nternal Models Approach Ima , Isk Weighted Assets Rwas , Market Risk , Risk Factors , Procyclicality , Volatility , On Modellable Risk Factors Nmrf , Regulation ,