internal models approach
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P2.T7.516. Internal models approach under Basel's 1996 Amendment (Hull)
Learning outcomes: Calculate VaR and the capital charge using the internal models approach , and explain the guidelines for backtesting VaR according to the 1996 Basel guideline. Questions: (Source: John Hull, Risk Management and Financial Institutions, 5th Edition (New York: John Wiley & Sons...- Nicole Seaman
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- 1996 amendment basel hull internal models approach
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