As banks navigate the most significant overhaul of market risk capital requirements in more than a decade, the need for consistent, high-quality data and reliable analytics has become a strategic ...
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 ...
It's only six months until the long delayed Fundamental Review of the Trading Book regulation finally comes into force - but are banks ready for the changes it will bring? The Fundamental Review of ...
Amid the diverging timeframes and complex requirements of the Fundamental Review of the Trading Book (FRTB), Bloomberg offers a consistent, comprehensive and customisable solution for Asia-Pacific ...
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 ...