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Latest Breaking News On - P ampl attribution test - Page 1 : comparemela.com
Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
Greece
Greeks
Societe-generale
Olivier-daviaud
Abhishek-mukhopadhyay
Jp-morgan
Cross-gamma
Delta-hedging
Greeks
Implied-volatility
Option-pricing
P-ampl-attribution-test
Revealed: the three EU banks applying for IMA approval
BNP Paribas, Deutsche Bank and Intesa Sanpaolo ask ECB to use internal models for FRTB
Intesa-sanpaolo
Deutsche-bank
European-union
Bnp-paribas
Deutsche-bank
European-central-bank-ecb
Intesa-sanpaolo
Europe
Capital-requirements
Frtb
Internal-models
Nternal-models-approach-ima
Regulators' FRTB estimates based on faulty premise – industry study
US market risk capital requirements could more than double if banks abandon IMA
International-swaps
Derivatives-association
Financial-markets-association
Securities-industry
Federal-deposit-insurance-corporation-fdic
Federal-reserve
Office-of-the-comptroller-currency-occ
International-swaps-and-derivatives-association-isda
Securities-industry-and-financial-markets-association-sifma
Nited-states-us
North-america
FRTB could put Indian banks at competitive disadvantage
Simplified approach could leave local banks with higher capital charges than foreign branches
India
Reserve-bank-of-india-rbi
Basel-committee-on-banking-supervision-bcbs
India
Sia
Frtb
Market-risk
Capital-requirements
Basel-iii
Fragmentation
Cross-border-trading
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
Basel-committee-on-banking
Fundamental-review
Trading-book
Basel-committee
Basel-committee-on-banking-supervision-bcbs
Europe
On-modellable-risk-factors-nmrf-
Frtb
Nternal-models-approach-ima
Capital-requirements
P-ampl-attribution-test
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