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 banks. [1][2]

On July 27, 2023, the federal banking regulators—i.e., the FRB, the OCC, and the FDIC—released the long-awaited US Basel III Final Reforms. The release includes two separate NPRs: (i) the Basel III proposal and (ii) G-SIB surcharge proposal.1.

2024年2月9日 · for market risk overall requires us to assess the risk that large U.S. banks could reduce their activities in this area, threatening a decline in liquidity in critical markets and a movement of some of these activities into the shadow banking sector.”9 In this paper, I will examine the risks that Chair Powell describes by considering

With the highly anticipated recent NPR publication from the FDIC, OCC and FRB, the US catches up with regulators in Europe and the UK, issuing their proposed implementation for new capital rules that will follow the recommendations from BCBS in the so-called Basel III endgame (see "Basel III: Finalising post-crisis reforms").

2023年9月22日 · Basel III Endgame (B3E) is the latest update to global capital standards — a dramatic change to the current US risk-based capital framework. US regulators have proposed July 2025 for compliance with the new requirements, with a multiyear transition period.

2023年10月6日 · SS&C Algorithmics has partnered with banks around the world to address a multitude of risk and regulatory challenges, including FRTB. While the rule is not yet in place in the U.S., it has been adopted by other jurisdictions.

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 seeks to better-capture tail risk, to redraw the boundary between banking and trading books, and to raise the bar for internal models.

2024年6月18日 · Following signs that US regulators would allow their timeline to slip for the so-called “Basel Endgame”, the European Commission decided to defer the “fundamental review of the trading book”...

US proposal allows more freedom in the maturity scaling of exposures in DRC. MSCI is adjusting its entire FRTB workflow to align with the US-specific requirements. Banks can use MSCI’s risk management platform to calculate capital – and to do much more.

2024年1月25日 · 2023年7月，美联储、美国货币总核查办公室（OCC）和联邦存款保险公司 (FDIC)发布了建议美国更新资本监管规则的联合提案，作为落地美国的最新巴塞尔监管资本标准。 在2023 年的下半年，美国的这些监管机构一直与业界合作进行定量影响研究，旨在评估该提案对监管资本的预期影响。 2024年1月，美联储负责银行监管的副主席迈克尔·巴尔表示，各机构将公开对调查结果的分析，并开始收集反馈。 2008-2009年金融危机后，全球各国和地区政府及监管 …