vimarsana.com
Home
Live Updates
Banks find new uses for discarded FRTB models : vimarsana.co
Banks find new uses for discarded FRTB models : vimarsana.co
Banks find new uses for discarded FRTB models
Much-maligned IMA models are being upcycled and repurposed for internal risk management
Related Keywords
,
Basel Committee On Banking Supervision ,
Basel Committee ,
Banking Supervision ,
Fundamental Review ,
Trading Book ,
Basel Committee On Banking Supervision Bcbs ,
International Swaps And Derivatives Association Isda ,
Association For Financial Markets In Europe ,
Europe ,
Frtb ,
Internal Models ,
Nternal Models Approach Ima ,
Economic Capital ,
Nternal Capital Adequacy Assessment Icaap ,
Capital Requirements ,
Apital Requirements Directive Crd ,
Market Risk ,
Market Risk Modelling ,
Alue At Risk Var ,
Expected Shortfall Es ,
On Modellable Risk Factors Nmrf ,
P Ampl Attribution Test ,
Ensitivities Based Approach Sba ,
Risk Management ,