FRTB calculations: “pick your poison”

11th February, 2019

Louisa Chender
calculator

There is a massive trade-off between the standard and internal model approach, Finastra’s Vinod Bhaskaran says

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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