A review of the foreign exchange base currency approach under the standardized approach of the Fundamental Review of the Trading Book and issues related to the pegged reporting currency
Ted Yu
| Year of publication: |
2021
|
|---|---|
| Authors: | Yu, Ted |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2020/2021, 3, p. 57-73
|
| Subject: | Fundamental Review of the Trading Book (FRTB) | standardized approach | foreign exchange (FX) base currency approach | market risk | Basel IV | Devisenmarkt | Foreign exchange market | Wechselkurspolitik | Exchange rate policy | Basler Akkord | Basel Accord | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2020.450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500301