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Dimitri Vulis
Dimitri Vulis
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explain abbreviation
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nbbo2
nbbo2
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I know the basics of FRTB (Fundamental Review of the Trading Book) but I can see that most of the risk management books have maximum a chapter dedicated to FRTB and are relatively old so don't reflect the latest requirements. What

What is the best up-to-date source I can use to have a clear coverage of all the aspects related to FRTB? Ideally

Ideally I would like to see some example of how the calculations are performed when portfolios include various instruments like IRS, CDS, XCCY basis swap and some options, etc.

I know the basics of FRTB but I can see that most of the risk management books have maximum a chapter dedicated to FRTB and are relatively old so don't reflect the latest requirements. What is the best up-to-date source I can use to have a clear coverage of all the aspects related to FRTB? Ideally I would like to see some example of how the calculations are performed when portfolios include various instruments like IRS, CDS, XCCY basis swap and some options, etc.

I know the basics of FRTB (Fundamental Review of the Trading Book) but I can see that most of the risk management books have maximum a chapter dedicated to FRTB and are relatively old so don't reflect the latest requirements.

What is the best up-to-date source I can use to have a clear coverage of all the aspects related to FRTB?

Ideally I would like to see some example of how the calculations are performed when portfolios include various instruments like IRS, CDS, XCCY basis swap and some options, etc.

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Goo Gle
Goo Gle
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All I need to know about FRTB

I know the basics of FRTB but I can see that most of the risk management books have maximum a chapter dedicated to FRTB and are relatively old so don't reflect the latest requirements. What is the best up-to-date source I can use to have a clear coverage of all the aspects related to FRTB? Ideally I would like to see some example of how the calculations are performed when portfolios include various instruments like IRS, CDS, XCCY basis swap and some options, etc.