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Implications from FRTB

The final guidance for FRTB, published on 14 January 2016, has a new more risk-sensitive standard approach but also a more prescriptive guidance for internal model approval….

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Interview: Principles for effective RDARR

Interview to Rhisco’s CTO on how TEGRA® addresses the requirements from the Bank for International Settlements (January 2014), BCBS 239, as enables effective risk data aggregation and risk reporting…

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