All posts tagged "FRTB"
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652Big PictureFRTB May Disadvantage Emerging Markets – ISDA
There is a need for supervisors to consider local specificities when implementing the framework in less developed markets, ISDA says.
April 15, 2019 -
677Australia & NZAPRA Unveils 2019 Policy Agenda in New Paper
Much of the focus will be on lifting industry standards on governance, remuneration, and the management of non-financial risks, said APRA chair Wayne Byres.
March 4, 2019 -
777Capital RegulationHKMA Asks Banks to Start Working on FRTB Implementation
The HKMA circular follows last week's publication of new minimum capital requirements for market risk by the Basel Committee on Banking Supervision.
January 21, 2019 -
892Capital RegulationBasel Committee Eases Trading Book Capital Requirements for Banks
The final revisions to the market risk framework reduces the amount of total market risk capital for banks' trading books by almost half compared to the 2016 version.
January 15, 2019 -
615Capital RegulationFRTB Capital Requirements Set for Further Delays – Report
European legislators have reportedly agreed to initially introduce only the reporting requirements under FRTB and delay the capital requirements.
December 13, 2018 -
542Big PictureMajority of Banks Unprepared for FRTB’s 2022 Deadline – Report
An IHS Markit survey of 34 banks in North America, Europe and Australia suggests the industry needs to move more quickly to get their target risk architectures for FRTB in place by 2022.
September 20, 2018 -
370Capital RegulationSFC to Assess Licensed Firms for FRTB Adoption Readiness
Pending an update from the Basel Committee on FRTB, the SFC will assess the readiness of LCs to adopt the internal models approach for market risk based on the Basel II.5 framework.
August 6, 2018 -
468Capital Regulation
FRTB – Ending or Evolving Trading Culture
FRTB will force banks to change their operating models, bringing them out of product and trading desk silos. Bank trading culture and the trading desk concept may need to evolve to accommodate a wider picture of risk taking.
May 28, 2018 -
558Capital Regulation
When FRTB Meets the Real World
The Fundamental Review of the Trading Book was supposed to redefine how banks collectively manage risks. Yet, risk can still be a ‘ghost in the machine’.
May 14, 2018 -
593Capital Regulation
Decline of the House of Basel
The Basel regime has shown itself to be incomplete and not universally applicable. With the Trump administration seeking to allow a return to proprietary trading, profound implications for global banks’ risk management are only just beginning to surface.
March 26, 2018
