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GFT release new thought leadership paper on FRTB

The final version of the Basel BCBS “Minimum capital requirements for market risk” (still generally referred to under the previous working title of the Fundamental Review of the Trading Book, or FRTB) directive was issued in January. The latest document added additional clarifications and a few, mostly welcome, changes. The revised go-live timeframe is now

  • Editorial Team
  • May 16, 2016
  • 1 minute

The final version of the Basel BCBS “Minimum capital requirements for market risk” (still generally referred to under the previous working title of the Fundamental Review of the Trading Book, or FRTB) directive was issued in January. The latest document added additional clarifications and a few, mostly welcome, changes. The revised go-live timeframe is now January, 2020 (as opposed to the original date of January 2018, which was arguably bordering on impossible, given the scope of changes).

Increasingly, FRTB is greatly impacting the tactical solutions thinking across firms. As this new era for market risk management continues to take shape, GFT risk specialists have released a new piece of thought leadership entitled ’FRTB: Now that the ink has dried…’ This provides an update in thinking behind this hugely significant regulation and an insight into the various challenges ahead.