The BIS published their reforms to Basle III on the 7th of December with a raft of measures to improve the measurement of risk and calculation of capital. The reforms also have an impact on the arrival of the Minimum Capital Requirements for Market Risk, commonly known as FRTB.
Following the www.risk.net news article on 19th October that the ECB is advising banks to apply for IMA approvals before the full FRTB rules are finalised, has left bankers worrying that as the rules are still “up in the air” the timetable seems unreasonable. As the rules are still slated to enter into force in 2019 firms will be expected … Read More
Not only should Senior Executives and leading practitioners from Risk, Treasury/Capital Management, Compliance, Regulatory Reporting and Front Office trading participate in discussions and decisions about their firm’s approach to resolving the issues surrounding FRTB, they will, if they are not already, surely be expected to lead the final decisions as to how “fundamental” this wide-ranging BCBS requirement will change the … Read More
On the 30th of March we broadcast a webinar explaining the background to FRTB, the timeline for readiness, and showed a live demo of our platform. We showed how using our dashboard you can select and drill into key metrics underpinning your capital charges. Our dashboard shows capital charges by desk, by business, by product and by nearly any attribute, … Read More
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