Fundamental Review of the Trading Book: Difference between revisions
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The FRTB overhauls banking market risk capital requirements to meet the objectives of the Basel Committee in its effort to address shortcomings of the Basel 2.5 market risk capital framework and reduce the variability of market risk weighted assets across jurisdictions. | The FRTB overhauls banking market risk capital requirements to meet the objectives of the Basel Committee in its effort to address shortcomings of the Basel 2.5 market risk capital framework and reduce the variability of market risk weighted assets across jurisdictions. | ||
== Treasurer's context == | == Treasurer's context == | ||
As recent as 2023 something something something something issue to be aware of | As recent as 2023 something something something something issue to be aware of | ||
[[disclaimer]] | |||
== See also == | == See also == | ||
Revision as of 13:28, 20 November 2023
Bank supervision - capital adequacy.
(FRTB).
The FRTB overhauls banking market risk capital requirements to meet the objectives of the Basel Committee in its effort to address shortcomings of the Basel 2.5 market risk capital framework and reduce the variability of market risk weighted assets across jurisdictions.
Treasurer's context
As recent as 2023 something something something something issue to be aware of
