Login
Privacy Policy
Home
Capital/FRTB
Models
Papers
About
Copyright
License
Register
Home
Capital/FRTB
FRTB Standardised Approach for the Trading Book (SA-TB, BCBS 352)
FRTB Basic Approach for CVA (BA-CVA, BCBS 325)
FRTB Standardised Approach for CVA (SA-CVA, BCBS 325)
FRTB Internal Models Approach for the Trading Book (IMA-TB, BCBS 352)
Models
Margin Period of Risk
Papers
Andersen Pykhtin Sokol 2016
About
Copyright
License
Register
Want to know more?
Get our brochure on Model Validation Services and get insights:
Advantages of model validation
Global regulatory standard coverage
Benefits of the structured approach
Validation steps
Test types
Model documentation
Submit
Invalid email
I agree to ModVal.org
Privacy Policy
*
Please agree
I hereby give ModVal.org permission to contact me by email *
Please permit
