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 |
【 授权许可】
Unknown