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Basel III FRTB: data pooling innovation to lower capital charges
BACKGROUND: Anticipated to overhaul the structure of market risk teams, IT teams, and trading desks within banks by 2023, Basel III's Fundamental Review of the Trading Book requirements will also increase capital charges banks will incur globally. The case study focuses on describing what is ne...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8116640/ https://www.ncbi.nlm.nih.gov/pubmed/35024281 http://dx.doi.org/10.1186/s40854-021-00252-2 |