November 2016

PnL Vectors for FRTB and the technology challenges it brings

by FRTB | Nov 27, 2016 | FRTB, Market Risk, Risk Factors

One of the most interesting and challenging aspects of the FRTB regulations is the pure volume of PnL Vectors for FRTB that will be produced as a result. This brings a whole host of computational and technology challenges to go with it. Lets look at this in some more...

PnL Vectors for FRTB and the technology challenges it brings

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PnL Vectors for FRTB and the technology challenges it brings

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