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]

Find the Frtb.Net style guide with brand assets such as logos, colors, fonts, and more.

2022年2月10日 · FRTB中文名为,交易账簿的基本审查,是金融业监管中的一个相当热门的领域,2019年1月,巴塞尔银行监管委员会正式发布了市场风险最低资本要求,简称,FRTB,巴塞尔银行监管委员会,BCBS,在2020年初将FRTB在全球的生效时间延迟至20

由于今年新冠疫情的影响， FRTB，也就是新一代的 巴塞尔市场风险监管资本协议 的实施被再次推后了。 最新的实施时间为2023年1月1日。 FRTB对于金融机构市场风险管理的整体框架，包括数据，模型以及组织结构都提出了许多新的挑战。 特别是对于中小银行尤其 ...

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 of trading book exposures witnessed during the financial crisis.

FRTB (BCBS 352) is a major regulation that impacts the Market Risk Reporting. FRTB has a major impact on the way MARKET RISK is calculated and reported. A key requirement of FRTB is the clear separation of the Trading and Banking Books. Trading books contain information and buying/selling history about all the securities currently held by the bank.

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统性损失。

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 of trading book exposures witnessed during the financial crisis. FRTB aims to address shortcoming of the current Basel 2.5 market risk capital framework.

FRTB aimed to address flaws in the BASEL 2.5 Market Risk Capital framework by more accurately capturing trading risks and reducing variability in capital outcomes, ensuring that …

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 undercapitalisation of trading book exposures witnessed during the financial crisis. FRTB aims to address shortcoming of the current Basel 2.5 market risk capital framework.