A review of the fundamentals of the Fundamental Review of the Trading Book : standard foreign exchange rules are highly asymmetric with respect to reporting currencies
Hany M. Farag
Year of publication: |
April 2017
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Authors: | Farag, Hany M. |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2016/2017, 4, p. 51-78
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Subject: | Fundamental Review of the Trading (FRTB) | standardized approach (SA) | FX Delta charge | FX curature charge | reporting currency | Währung | Currency | Devisen | Foreign exchange | Berichtswesen | Reporting | Buch | Book | Standard |
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