classifications-of-positions

  1. Nicole Seaman

    P2.T5.23.8 Fundamental Review of the Trading Book (FRTB)

    Learning objectives: Describe the changes to the Basel framework for calculating market risk capital under the Fundamental Review of the Trading Book (FRTB) and the motivations for these changes. Compare the various liquidity horizons proposed by the FRTB for different asset classes and explain...
    • Nicole Seaman
    • Thread
    • asset-classes banking-book basel-framework classifications-of-positions expected-shortfall frtb fundamental-review-of-the-trading-book liquidity-horizons market-risk-capital
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    • Forum: FRM® Practice Questions
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