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  2. Fundamental Review of the Trading Book - Wikipedia

    en.wikipedia.org/wiki/Fundamental_Review_of_the...

    The FRTB revisions address deficiencies relating to the existing [8] Standardised approach and Internal models approach [9] and particularly revisit the following: . The boundary between the "trading book" and the "banking book": [10] i.e. assets intended for active trading; as opposed to assets expected to be held to maturity, usually customer loans, and deposits from retail and corporate ...

  3. Standardized approach (counterparty credit risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    Because of its two-step aggregation, capital allocation between trading desks (or even asset classes) is challenging; thus making it difficult to fairly calculate each desk's risk-adjusted return on capital. Various methods are then proposed here. [3]

  4. FRTB - Wikipedia

    en.wikipedia.org/?title=FRTB&redirect=no

    From Wikipedia, the free encyclopedia. Redirect page. Redirect to: Fundamental Review of the Trading Book

  5. Template:List of currency symbols/doc - Wikipedia

    en.wikipedia.org/wiki/Template:List_of_currency...

    Toggle the table of contents. ... Download as PDF; Printable version; ... This is a documentation subpage for Template:List of currency symbols.

  6. Expected shortfall - Wikipedia

    en.wikipedia.org/wiki/Expected_shortfall

    These cases belong to (are a subset of) row 1 in the profit table, which have a profit of −100 (total loss of the 100 invested). The expected profit for these cases is −100. Now consider the calculation of , the expectation in the worst 20 out of 100 cases. These cases are as follows: 10 cases from row one, and 10 cases from row two (note ...

  7. Template:List of currency symbols - Wikipedia

    en.wikipedia.org/wiki/Template:List_of_currency...

    The symbol ₣, an F with a double bar, was proposed but never officially adopted as the symbol of the French franc [7] [8] In some fonts, this code point is represented by Fr combined in a typographic ligature). U+20A3 ₣ FRENCH FRANC SIGN: G: gourde Haitian gourde: gr: grosz Polish grosz: Fraction A centesimal division of the złoty ...

  8. Category:Ticker symbol templates - Wikipedia

    en.wikipedia.org/wiki/Category:Ticker_symbol...

    [[Category:Ticker symbol templates]] to the <includeonly> section at the bottom of that page. Otherwise, add <noinclude>[[Category:Ticker symbol templates]]</noinclude> to the end of the template code, making sure it starts on the same line as the code's last character.

  9. List of mathematical abbreviations - Wikipedia

    en.wikipedia.org/wiki/List_of_mathematical...

    pdf – probability density function. pf – proof. PGL – projective general linear group. Pin – pin group. pmf – probability mass function. Pn – previous number. Pr – probability of an event. (See Probability theory. Also written as P or.) probit – probit function. PRNG – pseudorandom number generator.

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