Fundamental Review of the Trading Book | StudentB Wikipedia Search

Back FRTB French トレーディング勘定の抜本的見直し Japanese FRTB Swedish Фундаментальний перегляд підходів до оцінки ринкових ризиків Ukrainian

Basel Framework International regulatory standards for banks
Basel Committee on Banking Supervision Basel Accords Basel I Basel II Basel III LCR NSFR FRTB Endgame
Background
Banking / Regulation Monetary policy / Central bank Risk / Risk management
Pillar 1: Regulatory capital
Capital requirement Capital ratio Leverage ratio Tier 1 Tier 2 Credit risk SA-CR IRB F-IRB A-IRB EAD SA-CCR IMM CCF Market risk Standardized IMA CVA vol BA-CVA SA-CVA Operational risk Basic Standardized AMA
Pillar 2: Supervisory review
Economic capital Liquidity risk Legal risk
Pillar 3: Market disclosure
Disclosure
Business and Economics Portal
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The Fundamental Review of the Trading Book (FRTB), is a set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks.^[1]^[2]

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^ Cite error: The named reference risk.net was invoked but never defined (see the help page).

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