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• Incremental Risk Charge (IRC) Introduction

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  Incremental risk charge, IRC, default risk, credit migration risk, constant level of risk, liquidity horizon

  Search term matches:

  Tag

  ... default risk ...

  
  

• FRTB Standardized Approach

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  Fundamental Review of the Trading Book, FRTB, standardized approach, internal model approach, Sensitivity-based risk charge, Default risk charge

  Search term matches:

  Tag

  ... default risk charge ...

  Full Text

  ... ◆ FRTB SA: Default Risk Charge ◆ FRTB SA: Residual Risk Add-on FRTB SA FRTB definition ...

  
  

• Counterparty Credit Risk Introduction

  Author(s):

  Tim Xiao (see profile)

  Date:

  2020

  Group(s):

  Business Management

  Subject(s):

  Economics

  Item Type:

  Presentation

  Tag(s):

  credit risk, counterparty credit risk, credit risk modeling, default risk

  Search term matches:

  Tag

  ... default risk ...

  
  

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