Fundamental Review of the Trading Book

From ACT Wiki
Jump to navigationJump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

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

ACT context section

See also