Fundamental Review of the Trading Book (FRTB)
FRTB - Special report 2020 - Risk.net | VIEW REPORT
An internal default risk model: simulation of default times and recovery rates within the new Fundamental Review of the Trading Book framework - Risk.net | READ ARTICLE
BofA nabs top market risk quant from Deutsche - Risk.net | READ ARTICLE
Outsourced model validation: is it viable? - Risk.net | READ ARTICLE
Risk.net is the world’s leading source of in-depth news and analysis on risk management, derivatives and regulation. With so much changing in these fields, market participants need trusted, detailed intelligence and analysis on what it means for their companies and careers, their clients and competitors.