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    • FRTB Standardised Approach for the Trading Book (SA-TB, BCBS 352)
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    • FRTB Standardised Approach for CVA (SA-CVA, BCBS 325)
    • FRTB Internal Models Approach for the Trading Book (IMA-TB, BCBS 352)
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          • 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)
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        1. Capital/FRTB
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        FRTB Internal Models Approach for the Trading Book (IMA-TB, BCBS 352)

        • Slides
        • Excel
        Slides
        • IMA Overview
          • IMA Desk Approval
            • IMCC Calculation
              • Stressed ES (SES) Calculation
                • Default Risk Charge (DRC) Calculation
                  • Multiplication factor Mc

                    Slides

                    Table of Contents

                    IMA Overview
                    IMA Desk Approval
                    IMCC Calculation
                    Stressed ES (SES) Calculation
                    Default Risk Charge (DRC) Calculation
                    Multiplication factor Mc
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