top of page
Higher Order Derivatives Analytics
FRTB Primer
The attached FRTB primer for Interest Rates (based on the below documents) delves into some of the details of the PLAT testing as proposed in the FRTB regulations
bottom of page
The attached FRTB primer for Interest Rates (based on the below documents) delves into some of the details of the PLAT testing as proposed in the FRTB regulations