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The strange effect of US clampdown on FRTB models : comparemela.com
The strange effect of US clampdown on FRTB models
Ban on internal models for trading book default risk could provide some banks with unexpected capital relief
Related Keywords
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Federal Reserve
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Federal Deposit Insurance Corporation Fdic
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Office Of The Comptroller Currency Occ
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Basel Committee On Banking Supervision Bcbs
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Europe
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Frtb
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Basel Iii
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On Modellable Risk Factors Nmrf
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Default Risk
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Efault Risk Charge Drc
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Trading Book
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Credit Markets
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Standardised Approaches
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Nternal Models Approach Ima
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Capital Requirements
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Alue At Risk Var
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Capital Floor
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Corporate Bonds
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Government Bonds
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Internal Models
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Market Risk
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Odelling
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Risk Factors
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Risk Weights
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Regulation
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