Key contributors from Risk.net share the results from their inaugural survey on the Basel Committee’s Fundamental Review of the Trading Book (FRTB). Asked for their views on key elements of the framework, 11 regional banks from around the world answered – and their responses made for uniformly grim reading.
Numerix then provides its perspective on FRTB implementation and developing a long term plan that aligns with broader IT architectural transformation within banks. Lastly, Risk.net reporters dig into the issues around FRTB’s strict conditions on internal risk transfers between the banking and trading books.
Articles in this report include:
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