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    • FRTB Standardised Approach for CVA (SA-CVA, BCBS 325)
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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 Standardised Approach for the Trading Book (SA-TB, BCBS 352)

        • Slides
        • Excel
        Slides
        • Standardised Approach
          • Standardised Approach - Introduction
          • Standardised Approach - Notes
          • FRTB Risk Classes
          • Aggregate Capital Requirements
        • Delta and Vega Sensitivities Using Finite Shifts
          • Curvature Risk
            • Default Risk Charge
              • Residual Risk Add-On
                • Risk Weights and Correlations for GIRR
                  • Risk Weights and Correlations for FX
                    1. Slides

                    Standardised Approach

                    Table of Contents

                    Standardised Approach - Introduction
                    Standardised Approach - Notes
                    FRTB Risk Classes
                    Aggregate Capital Requirements
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