Approaches to FRTB Implementation
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
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