The solution aims to help banks assess FRTB's impact on capital requirements both at the desk-level as well as for the bank as a whole. FRTB changes the way banks are required to calculate risk.

Experts discussed whether the FRTB will achieve its regulatory aims, along with the widely anticipated decline in banks using the internal models approach (IMA). Given recent regulator announcements, ...

The widely anticipated implementation of the Fundamental Review of the Trading Book (FRTB) hit another obstacle when the Basel Committee on Banking Supervision pushed back the roll-out by another year ...

Under the Fundamental Review of the Trading Book (FRTB) regulation, banks opting to use an own-models approach to calculating market risk capital requirements will need vast amounts of historical data ...

This article is written by Eugene Stern, Bloomberg Head of Market Risk Product and Brad Foster, Bloomberg Global Head of Enterprise Content. It is reproduced from BAI Banking Strategies. Given the ...

Hong Kong, Singapore – Bloomberg has won Best FRTB Solution at the Regulation Asia Awards for Excellence 2024, which recognizes innovative practices that utilize advanced data, analytics and risk ...

The Fundamental Review of the Trading Book (FRTB) was introduced into the prudential framework of the EU by Capital Requirements Regulation (CRR 2) as a regulatory reporting requirement in 2020. The ...

The European Commission has launched a critical consultation that could reshape how banks manage market risk across the continent. This targeted review focuses on the Fundamental Review of the Trading ...

Certain trading desks at banks could face the threat of closure if they are unable to adhere to incoming market risk capital rules. The Fundamental Review of the Trading Book (FRTB) regulation ...

One thing that all banks have plenty of is data. But the challenge for all is how to make more effective use of the ever-increasing tidal flow of information inside and surrounding institutions.