Managing Data for the Fundamental Review of the Trading Book (FRTB)

06 Nov 2017
Date submitted
06 Nov 2017
Resource type
Best practice
File type
pdf PDF file (389.91K)
The Fundamental Review of the Trading Book (FRTB) presents banks with organisational, computational and data granularity challenges.
Banks must reorganise their trading operations, upgrade their technology and improve governance of an increased dataset. Failure to change internal models and processes to measure, attribute and capitalise traded risk will lead to product offerings becoming unprofitable.
This paper looks at approaches to FRTB that can lead to pragmatic and cost-effective solutions.
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