The solution aims to help banks assess FRTB's impact on capital requirements both at the desk-level as well as for the bank as a whole. FRTB changes the way banks are required to calculate risk.

Experts discussed whether the FRTB will achieve its regulatory aims, along with the widely anticipated decline in banks using the internal models approach (IMA). Given recent regulator announcements, ...

This article is written by Eugene Stern, Bloomberg Head of Market Risk Product and Brad Foster, Bloomberg Global Head of Enterprise Content. It is reproduced from BAI Banking Strategies. Given the ...

Hong Kong, Singapore – Bloomberg has won Best FRTB Solution at the Regulation Asia Awards for Excellence 2024, which recognizes innovative practices that utilize advanced data, analytics and risk ...

With the implementation of the Fundamental review of the trading book only two years away, banks are now taking a hard look at the systems and processes they will have to embrace to become fully ...

The Fundamental Review of the Trading Book (FRTB) was introduced into the prudential framework of the EU by Capital Requirements Regulation (CRR 2) as a regulatory reporting requirement in 2020. The ...

To hear the full interview, listen in the player above, or you can click on the download button in the player above. You can also listen to us on Spotify. This week, Eugene Stern, head of market risk ...

Brazil's latest Basel milestone signals a shift from classification to capital impact - demanding new levels of precision in risk modeling, infrastructure, and reporting. Brazil’s Central Bank has ...

Certain trading desks at banks could face the threat of closure if they are unable to adhere to incoming market risk capital rules. The Fundamental Review of the Trading Book (FRTB) regulation ...

One thing that all banks have plenty of is data. But the challenge for all is how to make more effective use of the ever-increasing tidal flow of information inside and surrounding institutions.

What is your reaction to FRTB Service winning Excellence in Regtech, Product Solution in the 2020 Markets Choice Awards? We want to thank Markets Media for presenting us with this award. The FRTB ...