FRTB - Beyond Compliance

FRTB - Beyond ComplianceFRTB - Beyond Compliance

The Fundamental Review of the Trading Book (FRTB) market risk capital charge and front office and risk management technology. The regulation is scheduled to replace the current Basel 2.5 Standardized Approach (SA) and Internal Model Approach (IMA) for capital charges. How can trading infrastructure become more flexible and cost-efficient?