2013年10月31日 · The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The …

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 …

This is the Basel Committee’s (“the Committee”) 1 second consultative paper on the fundamental review of trading book capital requirements.2 The revisions to the capital framework set out in …

CRR 2 provides for an FRTB reporting requirement under the standardised approach for banks with material market risk positions for the end of 2020 and a reporting requirement for the …

Fundamental Review of the Trading Book (FRTB) establishes minimal capital requirements for market risk for a bank’s trading desks.

European Commission adopts and publishes a review of EU Banking rules (the Capital Requirements Regulation and Capital Requirements Directive). The package concludes the …

Due to COVID-19 the HKMA has postponed the effective date of FRTB by 1 year to 1st January, 2023 for reporting purposes. The FRTB final rules mainly focus on the five aspects below: The …

For a desk to qualify for the internal models approach, they must pass two tests: a profit and loss attribution test and a backtest. The P&L attribution test compares the profit and loss generated …

2025年3月3日 · The Fundamental Review of the Trading Book (FRTB) is a set of market risk capital rules designed to replace a series of patches introduced after the financial crisis. It …

2008年の世界金融危機によってもたらされた問題を受けて策定されたFRTBは、銀行のホールセール取引業務に適用される最低規制資本要件を定めた一連のグローバルな規則です。 この …