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Running and Passing the P&L Attribution Test
As capital markets players realize that the impact of FRTB will run deep across a trading organization, many are considering the flexibility offered by desk-level approval for the Internal Models Approach. There is a genuine concern at the achievability of aligning trading and risk P&L sufficiently to overcome the P&L attribution test hurdle. Experts from Murex, Credit Suisse, Deutsche Bank and NBC discuss the challenge in depth in this on-demand webinar.
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