期刊论文详细信息
Risk Management Magazine
Fundamental review of the trading book: State of art on implementation of StandardisedApproach Fundamental review of the trading book: Stato dell’arte sulle implementazioni dello Standardised Approach
Carlo Frazzei1  Edoardo Siccardi1  Gaetano Stellacci1  Alessandro Garufi2  Tommaso Giordani3  Marco Peron3  Andrea Rodonò4  PietroTenuta5  Luca Mirald5  Nicoletta Figurelli6 
[1] Banca Sella;Banco BPM;Cassa Centrale Banca;Deloitte Consulting;MPS;Mediobanca;
关键词: fundamental review of the trading book (frtb);    crr ii;    basel committee on banking supervision;    market risk;    modellostandard;    best practice;    sensitivity;    ruoli della segnalazione;   
DOI  :  10.47473/2020rmm0087
来源: DOAJ
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