AxiomSL: The FRTB- Do Not Underestimate The Standardised Approach

There is currently a lot of discussion in the industry about the internal model-based approach to the FRTB; however, it is important that banks do not underestimate the challenges of implementing the FRTB standardised method, particularly as it will impact all institutions including those that adopt the internal approach. Among the significant changes that are being introduced by the FRTB is a stricter separation of the trading book and banking book. Regardless of whether they currently use

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