Navigating FRTB: Standardized vs Internal Models - and the Role of Scriptable Risk Engines
via MATLAB Central Blogs Feeds
via MATLAB Central Blogs Feeds
Quantitative Finance
Navigating FRTB: Standardized vs Internal Models – and the Role of Scriptable Risk Engines
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 in stressed periods, FRTB tightens the internal models framework…
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Virtual Hardware and Labs for Controls
#FileExchange
(author: MathWorks Educator Content Development Team)
#FileExchange
(author: MathWorks Educator Content Development Team)
Mathworks
Virtual Hardware and Labs for Controls
Virtual labs and mechanisms for studying controls.