The start of this year saw the BIS release Document 457 titled Minimum Capital Requirements for Market Risk. The final version, more commonly referred to as the Fundamental Review of the Trading Book (FRTB).
So, the time is now set, the details are known, and the work can begin in earnest. Read our white paper to ensure you get the fundamentals right.
To access white papers, case studies and best practices. Please sign up to become a member of bobsguide. If you are already a member please log in.