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Apr 24 2019
Banking, Insurance and Financial Services
In this paper I want to examine some pivotal concepts that are provided in the risk calculation methodology within the FRTB documentation provided by the Basel Committee on Banking Supervision (BCBS). One of the ma...
Nov 29 2018
Banking, Insurance and Financial Services
In March 2012, Greece (the Hellenic Republic) was declared to be in default on its sovereign bonds by the International Swaps and Derivatives Association (ISDA) as a result of the invocation of Contingency Ac...