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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 ...
In computer science, a symbol table is a data structure used by a language translator such as a compiler or interpreter, where each identifier, symbol, constant, procedure and function in a program's source code is associated with information relating to its declaration or appearance in the source. In other words, the entries of a symbol table ...
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]
A data structure known as a hash table.. In computer science, a data structure is a data organization and storage format that is usually chosen for efficient access to data. [1] [2] [3] More precisely, a data structure is a collection of data values, the relationships among them, and the functions or operations that can be applied to the data, [4] i.e., it is an algebraic structure about data.
SICP has been influential in computer science education, and several later books have been inspired by its style. Structure and Interpretation of Classical Mechanics (SICM), another book that uses Scheme as an instructional element, by Gerald Jay Sussman and Jack Wisdom; Software Design for Flexibility, by Chris Hanson and Gerald Jay Sussman
Given such data, a branch table can be extremely efficient. It usually consists of the following 3 steps: optionally validating the input data to ensure it is acceptable (this may occur without cost as part of the next step, if the input is a single byte and a 256 byte translate table is used to directly obtain the offset below). Also, if there ...
The NIST Dictionary of Algorithms and Data Structures [1] is a reference work maintained by the U.S. National Institute of Standards and Technology. It defines a large number of terms relating to algorithms and data structures. For algorithms and data structures not necessarily mentioned here, see list of algorithms and list of data structures.
In computer programming, a function (also procedure, method, subroutine, routine, or subprogram) is a callable unit [1] of software logic that has a well-defined interface and behavior and can be invoked multiple times. Callable units provide a powerful programming tool. [2]