Internal models approach (IMA)
Basel considered axing standardised approach to CVA calculation
Committee discussed axing standardised and basic approaches in recent months, sources say – but ruled out both
Blueprint for FRTB: Building a future-state business strategy
Sponsored feature: Numerix
SGX risk chief urges Asia lobbying push on FRTB
Asian markets could be stifled by “irrelevant” global standards, warns Koh
Taking the FRTB plunge
Banks entering chilly FRTB waters for first time facing fresh challenges