Fundamental review of the trading book - Stato dell’arte sulle implementazioni dell’Internal Model Approach

Fundamental review of the trading book - Stato dell’arte sulle implementazioni dell’Internal Model Approach

In light of the finalization of the new regulatory framework for market with the adoption of the FRTB at EU level through the publication of CRR III, financial institutions are consolidating the implementations aimed to comply with the new regulatory requirements. The main purpose of this article i...

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Bibliographic Details
Main Author: Carlo Frazzei
Format: Article
Language:English
Published: AIFIRM 2021-12-01
Series:Risk Management Magazine
Subjects:
fundamental review of the trading book (frtb)
crr ii
basel committee on banking supervision
market risk
modello interno
best practice
ima
es
nmrf
rfet
drc
pla
Online Access:https://www.aifirm.it/wp-content/uploads/2021/12/RMM-2021-03-Excerpt-2.pdf

Internet

https://www.aifirm.it/wp-content/uploads/2021/12/RMM-2021-03-Excerpt-2.pdf

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