2 papers in the archive are tagged FRTB, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors Holy Grail Rigor 8 Math 8.5
- Coherent estimation of risk measures Lab Rats Rigor 4 Math 8.5
Broader area: Volatility · All topics: research topics → · Full archive: every paper →