Fundamental Review of the Trading Book (FRTB)
  • Wednesday, 16 January 2019

Fundamental Review of the Trading Book (FRTB)

Under the name of FRTB, the minimum capital requirements for market risk replaces an earlier version of the standard, published in January 2016. The standard has been revised to address issues that the Basel Committee identified during monitoring the implementation and impact of the framework. This final standard incorporates changes that were proposed in a March 2018 consultative […]

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