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Daily Archives: September 10, 2010

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The Derivative Middle Office: Middle Office Derivatives Business Regulations

Middle Office Financial Derivates Business Regulations (FDBR) Overview of Middle Office FDBR The Financial Derivates Business Regulations (FDBR) allow and regulate financial derivatives business and define the roles and requirements around the Derivative and Treasury Middle Office function. For financial institutions writing derivatives business, the

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Basel Gap Analysis

For a Treasury Middle Office gap analysis exercise roadmap is defined by the market risk capital amendments (1996) and the Basel II guidelines that specify a number of qualitative and quantitative criteria required before supervisory approval for an internal model is granted.