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Joined: Mar 2017
Posted: 2017-09-18 13:06
Hi all!

I'm new to the forum and I have a question concerning the new Basel IV framework. I'm currently working on the implementation of its FRTB/CVA model for capital requirements calculation and I'm wondering if anyone knows a good source for validating my work (examples, books with exercises, open source software, etc...). The only one I found is located at "modval dot org", but the website requires an account registration and the administrators to activate it (it's apparently not happening).

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