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Fundamental Review of the Trading Book

The Fundamental Review of the Trading Book (FRTB), is a set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks.

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Calculation of capital requirements

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Fundamental Review of the Trading Book

Nodes34
Edges33
Triples0
Avg. degree1.94
Density0.058824
Components1

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capital risk approach internal models trading frtb basel standardised book market requirement iii expected stress charge proposals banking banks requirements

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