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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)
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        1. Capital/FRTB
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        FRTB Standardised Approach for the Trading Book (SA-TB, BCBS 352)

        • Slides
        • Excel
        Slides
        • Standardised Approach
          • Delta and Vega Sensitivities Using Finite Shifts
            • Curvature Risk
              • Default Risk Charge
                • Default Risk Charge
                • DRC for Non-securizations - 1 of 3
                • DRC for Non-securizations - 2 of 3
                • DRC for Non-securizations - 3 of 3
              • Residual Risk Add-On
                • Risk Weights and Correlations for GIRR
                  • Risk Weights and Correlations for FX
                    1. Slides

                    Default Risk Charge

                    Table of Contents

                    Default Risk Charge
                    DRC for Non-securizations - 1 of 3
                    DRC for Non-securizations - 2 of 3
                    DRC for Non-securizations - 3 of 3
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