Fundamental review of the trading book - Bank for International …
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 …
Internal risk transfers (IRTs) allow banks to focus their derivative hedging activity in the trading book, which may be better positioned to execute trades efficiently, as well as to monitor …
Fundamental Review of the Trading Book - Wikipedia
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 …
防止金融危機對金融業的衝擊！一文分析市場風險資本計提新舊法 …
2024年8月7日 · frtb標準法規範拆分為三個計提架構：敏感性風險計提、違約風險計提、殘餘風險計提。 其中敏感性風險計提架構可視為FRTB新標準法的計算主軸，且其與現行標準法之市場 …
Changes in bank capital ratios under the proposed market risk framework compared to the current market risk framework; and how this change relates to the overall Basel III capital requirement.
The FRTB introduces major front-to-back office framework changes, such as enhanced disclosure and increased requirements for risk-finance alignment. A robust set of FRTB-compliant …
FRTB 2.0: The New Market Risk Framework 1. Overview and timeline On 14 January 2019, the Basel Committee (BCBS) pub- lished the new “Minimum capital requirements for mar-ket risk”. …
Market Risk Management under Basel III and FRTB
Plan for specialized RTDs such as the Internal Risk Transfer (IRT) desk, new roles for the xVA desk, and the securitization desk; Create solutions for capital cliffs and capital floors; Budget, …
Basel IV: Fundamental Review of the Trading Book (FRTB)
The new regulations within the framework of the Fundamental Review of the Trading Book (FRTB) include a stricter separation of positions between the trading and banking book, the …
トレーディング勘定の抜本的見直し（FRTB）：実施に向けた現在 …
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 …