The Fundamental Review of the Trading Book (FRTB), is a set of proposals by the Basel Committee on Banking Supervision for a new market risk -related capital requirement for …

2022年4月11日 · FRTB是在2008年全球金融危机过后首次引入的一套全球规则，规定了适用于各银行交易活动的资本金监管最低要求。 这套规则旨在预防会紧随金融危机而来的交易账簿系 …

2020年7月10日 · 新的市場風險監管準則「交易簿的基本審查」（Fundamental Review of Trading Book, FRTB）終於將使用了 20 多年以 VaR （Valueat Risk，風險值）作為風險衡量與管理指 …

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“Fundamental Review of the Trading Book”（FRTB），即《交易账簿基本评审》，是由巴塞尔银行监管委员会（BCBS）提出的一系列修订规定，旨在加强对银行交易账簿中市场风险的管理 …

FRTB is aligned with Basel’s BCBS 239 principles, which prescribe that risk data must be consistent across the firm — particularly across the front and middle office. The sensitivities …

2021年1月5日 · The Fundamental Review of the Trading Book (FRTB) is a new Basel committee framework for the next generation market risk regulatory capital rules. It is inspired by the …

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 …

Bloomberg’s FRTB Data Solution spans regulatory data, funds data, pricing data and reference data which are necessary to compute the impact of FRTB across the entirety of banks’ …

The Fundamental Review of the Trading Book (FRTB) is a new Basel committee framework for the next generation market risk regulatory capital rules. It is inspired by the undercapitalisation …