This article was written by Thomas Labbe, Regulatory Data Product Manager at Bloomberg and Eugene Stern, Head of Market Risk at Bloomberg. As the Fundamental Review of the Trading Book (FRTB) is a ...

The European Commission is considering further measures to temporarily relax rules governing banks’ use of their own models for calculating capital requirements within upcoming trading book rules.

The Fundamental Review of the Trading Book (FRTB), a global set of rules designed to prevent the systemic losses seen on banks’ trading books after the 2008 financial crisis, are certainly valuable ...

The Fundamental Review of the Trading Book (FRTB) was introduced into the prudential framework of the EU by Capital Requirements Regulation (CRR 2) as a regulatory ...

The European Banking Authority (EBA) has published its final draft implementing technical standards (ITS), amending the Implementing Regulation on the benchmarking of credit and market risk for the ...