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FRTB, market risk, Standardized Approach, Fundamental Review, Trading Book, Internal Models Approach
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File name: SSRN-id3240560.pdf
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Fundamental Review of the Trading Book (FRTB), standardized approach (SA), internal models approach (IMA), market risk, Basel III reforms
Backtesting, IMM, counterparty risk, long-horizon forecasts
FRTB, SA, Standardized Approach, FX, FX Curvature, FX Delta, Reporting Currency
IMM, backtesting, empirical, BCBS, Internal models method, long horizon backtesting, distributional forecasts
File name: SSRN-id2943425.pdf
Fundamental Review of the Trading Book (FRTB), standardized approach (SA), FX Delta charge, FX curvature charge, reporting currency
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