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FRTB: a question of strategy for US banks

FRTB: a question of strategy for US banks

As pieces of the FRTB puzzle fall into place, the model methodology reshuffle raises new questions for US banks hoping to heed the lessons from their FRTB forerunners in Europe and beyond.

Standardised model or internal model? Short-term fixes or longer-term gains? This Risk.net white paper explores the key decisions facing US banks as they look to future-proof their FRTB implementations.

Download the SS&C Algorithmics white paper from Risk Library