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, ...

To mitigate risk, the capital level that banks will be required to maintain will increase, particularly if significant assets are highly illiquid or difficult to model. They will also face robust ...

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 ...

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 ...

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 ...

Right now, risk managers across the world are crunching an endless stream of numbers—and perhaps at the same time popping an endless stream of aspirins—as they scramble to prepare for the ...

The European Commission has launched a critical consultation that could reshape how banks manage market risk across the continent. This targeted review focuses on the Fundamental Review of the Trading ...

“Buy the rumours, sell the facts” is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described as “omne ignotum pro magnifico est” or “everything ...