UBS has decided it will not initially use its own models to calculate capital requirements for market risk, following a revamp of local trading book capital rules. The Swiss bank’s annual report – ...

Bloomberg’s FRTB Standardized Approach solution to help the bank meet FRTB reporting requirement Beijing – Bloomberg today announced that China Minsheng Bank, a leading commercial bank in China, has ...

As banks navigate the most significant overhaul of market risk capital requirements in more than a decade, the need for consistent, high-quality data and reliable analytics has become a strategic ...

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 ...

HM Treasury (HMT) and the UK Prudential Regulation Authority (PRA) have published updates with proposed changes to the expected implementation of Basel 3.1. The changes relate to delaying the ...

This article is written by Eugene Stern, Bloomberg Head of Market Risk Product and Brad Foster, Bloomberg Global Head of Enterprise Content. It is reproduced from BAI Banking Strategies. Given the ...

It's only six months until the long delayed Fundamental Review of the Trading Book regulation finally comes into force - but are banks ready for the changes it will bring? The Fundamental Review of ...