Last month, the European Commission (EC) adopted a Delegated Act (DA) to postpone the application date of the Basel III fundamental review of the trading book (FRTB) standards in the European Union ...
This article was written by Thomas Labbe, Regulatory Data Product Manager at Bloomberg and Eugene Stern, Head of Market Risk at Bloomberg. As the Fundamental Review of the Trading Book (FRTB) is a ...
The Fundamental Review of the Trading Book (FRTB), a global set of rules designed to prevent the systemic losses seen on banks’ trading books after the 2008 financial crisis, are certainly valuable ...
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 ...
This article is the second in a three-part series examining flaws in the FRTB regime and exploring possible changes The revision of the internal models approach, a key part of the Basel III market ...
The International Swaps and Derivatives Association (ISDA) has renewed its call for a recalibrated approach to the US Basel III endgame, warning that the ...
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