Bloomberg’s FRTB Standardized Approach solution to help the bank meet FRTB reporting requirement Beijing – Bloomberg today announced that China Minsheng Bank, a leading commercial bank in China, has ...

Last month, the European Commission (EC) adopted a Delegated Act (DA) to postpone the application date of the Basel III fundamental review of the trading book (FRTB) standards in the European Union ...

As banks navigate the most significant overhaul of market risk capital requirements in more than a decade, the need for consistent, high-quality data and reliable analytics has become a strategic ...

This article was written by Thomas Labbe, Regulatory Data Product Manager at Bloomberg and Eugene Stern, Head of Market Risk at Bloomberg. As the Fundamental Review of the Trading Book (FRTB) is a ...

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 ...

Some banks are struggling to aggregate market and reference data of sufficient quality to fit the models of the Fundamental Review of the Trading Book ahead of the proposed 2025 deadlines. The ...

Financial regulators had been brewing the market risk framework reform for more than two decades and finally came to revised terms in January 2019. Under the Fundamental Review of the Trading Book ...

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 ...