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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
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Data privacy
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Emerging markets
Historical data
QIS offering and defensive strategies on the Raven indexes
After the quantitative investment strategies (QIS) sector saw big drawdowns in assets under management during 2020, Bank of America saw an opportunity to build
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Uantitative impact study qis
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