Party's over as more banks drop internal models for market r

At least three systemic banks in Europe intend to ditch IMA for capital requirements

Related Keywords

, Basel Committee On Banking Supervision Bcbs , European Banking Authority Eba , Europe , Frtb , Trading Book , Nternal Models Approach Ima , Standardised Approaches , Capital Requirements , Apital Requirements Directive Crd , On Modellable Risk Factors Nmrf , P Ampl Attribution Test , Risk Management , Risk Appetite , Backtesting , Basel Iii , Internal Models , Model Risk , Model Validation , Odelling , Isk Weighted Assets Rwas , Sensitivities , Frisk Measures , Alue At Risk Var , Stress Scenarios , Expected Shortfall Es , Arbitrage , Historical Data , Market Risk , Risk Factors , Risk Sensitivity , Regulation ,