FRTB Internal Models Method (IMM) for Counterparty Credit Risk

FRTB IMM | Key Changes:
- Enhanced Model Approval Process
- Expected Shortfall
- Remediation for Liberal diversification issue of VaR
- Market Illiquidity - Non Modelable Risk Factors (NMRFs)
- Default Risk
- Output Floor

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It would be great if you can add calculations for both the approaches.