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EU banks fear Brexit battle over FRTB internal models : vima
EU banks fear Brexit battle over FRTB internal models : vima
EU banks fear Brexit battle over FRTB internal models
Bank of England approach looks easier, but that may not make much difference to model uptake
Related Keywords
United Kingdom ,
,
Prudential Regulation Authority Pra ,
Basel Committee On Banking Supervision Bcbs ,
European Banking Authority Eba ,
European Commission Ec ,
Europe ,
Nited Kingdom Uk ,
Equity Derivatives ,
On Modellable Risk Factors Nmrf ,
Frtb ,
Market Risk ,
Nternal Models Approach Ima ,
Ensitivities Based Approach Sba ,
Market Risk Modelling ,
Apital Requirements Directive Crd ,
Expected Shortfall Es ,
P Ampl Attribution Test ,
Trading Book ,
Isks Not In Var Rniv ,
Alue At Risk Var ,
Capital Floor ,
Basel Iii ,
Brexit ,
Regulation ,