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 ...
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 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 ...
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