The FRTB (Fundamental Review of the Trading Book) is the new Basel framework for Market Risk. The regulation seeks to standardise capital treatment to more accurately reflect the level of risk a ...

The solution is specifically set to help with Fundamental Review of the Trading Book (FRTB) demanding data requirements – wherein the body requires those institutions which implement rules via their ...

The European Commission is considering a major overhaul of new rules on market risk capital requirements for banks. The move is widely seen as a response to growing ...

Like tomorrow, new market risk capital rules for banks always seem to be one day away. The repeated delays have left bankers with a headache over what to do with their existing market risk management ...