AWS for Industries

Tag: SA

How to improve FRTB’s Internal Model Approach implementation using Apache Spark and Amazon EMR

The Fundamental Review of the Trading Book (FRTB) is a set of proposals by the Basel Committee on Banking Supervision for market risk capital calculation for banks. This new set of rules (often referred to as “Basel IV”) is intended to create a more resilient market and capture risk adequately for stressed market conditions. It […]

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