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Article Guidelines on treatment of market and counterparty risk exposures in the standard formula Final Thursday, 21 June, 2018- 09:30 to Friday, 18 October, 2019- 09:30 The second guideline on the treatment of market risk specifies how the influence of call ...

Article Guidelines on treatment of market and counterparty risk exposures in the standard formula 214 Final Friday, 20 May, 2016- 09:30 to Friday, 18 October, 2019- 09:30 I am seeking clarification on the appropriate treatment of reverse repurchase agreements ...

Article Guidelines on treatment of market and counterparty risk exposures in the standard formula 104 Final Monday, 5 October, 2015- 09:30 to Friday, 18 October, 2019- 09:30 We have two questions regarding the valuation of assets in context of calculating the ...