P P pascalb Feb 9, 2020 In the FRTB, the liquidity horizon are 10,20,40,60, 120 but also see 10,20,60, 120, 250. Are these typos or relate to FRTB and Basel^
In the FRTB, the liquidity horizon are 10,20,40,60, 120 but also see 10,20,60, 120, 250. Are these typos or relate to FRTB and Basel^
