Model Risk Management Challenges of Fundamental Review of Trading Book

Name: Model Risk Management Challenges of Fundamental Review of Trading Book
Price: 4014 INR
Availability: InStock
Author: "Gagan Singh"
ISBN: 9786202304788

Gagan Singh

English

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Piracy-free

Assured Quality

Secure Transactions

Fast Delivery

Sustainably Printed

Delivery Options

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*COD & Shipping Charges may apply on certain items.

Review final details at checkout.

About The Book

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Fundamental Review of Trading Book (FRTB) is a collection of new regulations by Bank of International Settlements (BIS) that regulates the market risk capital charge that a bank has to allocate towards its capital reserves. The objectives of this study is to investigate how FRTB will impact banks from various perspectives such as their capital reserve allocation internal processes work-related interaction between front offices and risk offices and organisational structures. It was observed that