DTCC Offers Guidance on FRTB’s Risk Factor Eligibility Test

Access to robust, high-quality price observation data is key to compliance with FRTB requirements to test the eligibility of the risk factors used in internal models.

To continue reading...

Get access

Get access immediately by purchasing a 12 month subscription, or register today to get access to a free 5-article trial:

Register Subscribe

To discuss subscription options with our team please email: [email protected]ulationasia.com

To Top