Bloomberg L.P.

Industry perspective: Overcoming FRTB data challenges

The Fundamental Review of the Trading Book (FRTB), a global set of rules designed to prevent the systemic losses seen on banks’ trading books after the 2008 financial crisis, are certainly valuable ...
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 ...
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 ...