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 ...

Nomura is looking to gain approval to use internal models to calculate its foreign exchange desks’ capital requirements under new trading book rules, following the successful roll-out of the approach ...

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 ...

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 reporting requirement in 2020. The ...