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 ...
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 Joe McHale and Christian Benson, Regulatory Affairs Specialists at Bloomberg. Complex and large-scale regulatory changes famously take time and it is never too early to ...
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 ...
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 ...
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