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FRTB: The usage of proxies under FRTB

Posted on Nov 18, 2021

There are multiple ways for banks to reduce the number of NMRFs under FRTB, including the use of external data sources and proxies. Our article gives an overview of proxies and various examples of how they can be implemented to reduce capital requirements.

Read our published briefing here.


For more information or if you have any questions please contact:

Dilbagh Kalsi
Partner, Head of UK Practice
Fintegral UK Ltd
+44 (0)7703 788 016
dilbagh.kalsi@fintegral.com

Robert Pullman
Senior Consultant
Fintegral UK Ltd
+44 7958 541 756
robert.pullman@fintegral.com

Hardial Kalsi
Senior Consultant
Fintegral UK Ltd
+44 7903 790 291
hardial.kalsi@fintegral.com

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