R&R #10 – FRTB Standard Approach | Proposed Simplification
- Posted by admin
- On July 3, 2017
- 0 Comments
- #RevisedStandardApproach, #Simplification, FRTB
Our earlier “Basel IV Summary Post”, provided a holistic overview of areas affected by “Basel IV”. Post #7 and Post #8 of our Basel IV Series presented an overview as well as calculation details how the new Standardized Approach for Market Risk Capital Requirements for trading book exposures (“FRTB Standardized Approach”) works. The Committee […]
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