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slideserve.com
FRTB Standardised Approach Introduction - SlideServe
The Fundamental Review of the Trading Book (FRTB) is a new Basel committee framework for the next generation market risk. It consists of a standardised approach and an internal model approach. This presentation provides an overview of the standardised approach. See more presentations at http://www.finpricing.com/paperList.html
Apr 8, 2018
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