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'Nightmare' of uncertainty plagues FRTB model applications :
'Nightmare' of uncertainty plagues FRTB model applications :
'Nightmare' of uncertainty plagues FRTB model applications
Shifting timetable and rule tweaks that could alter incentives dampen appetite for internal models
Related Keywords
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European Union ,
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International Swaps And Derivatives Association Isda ,
Kpmg ,
European Commission Ec ,
European Central Bank Ecb ,
Europe ,
Nited Kingdom Uk ,
Nited States Us ,
Frtb ,
Nternal Models Approach Ima ,
Standardised Approaches ,
Capital Requirements ,
Apital Requirements Directive Crd ,
Market Risk ,
Trading Book ,
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Regulation ,