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28 April 2016

PRMIA and GFT event on FRTB

Good event last night from PRMIA London and GFT on FRTB. Seems like lots to be done with the biggest changes to market risk regulation since the advent of VaR. There are some tweets from the evening covering the Internal Model Approach (IMA), Standardised Approach (SA) and PnL attribution if you click here or paste https://twitter.com/search?q=%40TheLongSentance%20%23frtb&src=typd into your browser.

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