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International Basel IV-Channel, FRTB - Non modellable risk factors, 2nd June 2017

Автор: PwC Risk & Regulation Channel

Загружено: 2017-06-02

Просмотров: 2624

Описание:

Topic: Basel IV Channel: FRTB - Non modellable risk factors

Keywords: classification of market risk factors, non modellable risk factors, challenges and possible solutions, criteria for modellable risk factors,

Referents:
Martin Neisen, Global Basel IV Leader, Regulatory Management
Phone: +49 69 9585 3328
Mobile: +49 151 53800865
E-Mail: [email protected]

Luis Prazeres, Director, PwC UK
Phone: +44 2078 045421
Mobile: +44 7525 865240
E-Mail: [email protected]

Guillaume Magdelyns, Manager, PwC Belgium
Phone: +32 2 7104507
Mobile: +32 472 453007
E-Mail: [email protected]

International Basel IV-Channel, FRTB - Non modellable risk factors, 2nd June 2017

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