The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing Value at Risk (VaR) with Expected Shortfall (ES) to better capture tail risk… 続きを読む >>
Navigating FRTB: Standardized vs Internal Models – and the Role of Scriptable Risk Engines
- カテゴリ:
- Back Testing,
- Risk Management
