Libor transition under FRTB

Libor transition under FRTBLibor transition under FRTB

FRTB and LIBOR will need to coexist by the end of 2021, but there is considerable uncertainty as to how this will occur.

Banks and other market participants will need a robust set of models and reporting tools designed to integrate their LIBOR transition solutions seamlessly into their FRTB framework to allow them maximum flexibility as events unfold in the coming two years.

In this paper, we discuss the impacts, new requirements, persona analysis, and actionable next steps to help you prepare.