Bloomberg L.P.

Industry perspective: How firms throughout APAC view FRTB

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 ...
Bloomberg L.P.

Why FRTB matters and why it’s hard

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 ...
Finextra

What does the EBA`s proposal to expand FRTB reporting mean for banks?

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 ...
JD Supra

Amending Draft EU ITS on Benchmarking of Internal Models

The European Banking Authority (EBA) has published its final draft implementing technical standards (ITS), amending the Implementing Regulation on the benchmarking of credit and market risk for the ...
JD Supra

Mansion House: PRA consults on adjustments to its Basel 3.1 market risk framework

HM Treasury (HMT) and the UK Prudential Regulation Authority (PRA) have published updates with proposed changes to the expected implementation of Basel 3.1. The changes relate to delaying the ...