FRTB Standardized Approach
4.4 هزار بار بازدید -
2 سال پیش
-
FRTB Standardized Approach - High
FRTB Standardized Approach - High Level Overview
FRTB-SA:
- Key Terminology
- Risk Classes - Buckets - Measures - Risk Factors
- Comparison with Credit Risk
- Framework
- Sensitivity Based Method | Delta & Vega Risk Charge
- Curvature Risk Charge
- Correlation Scenarios
- Default Risk Charge (DRC)
- Residual Risk Add on (RRAO)
2 سال پیش
در تاریخ 1401/08/07 منتشر شده
است.
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