Finextra

What does the EC’s postponement of the FRTB mean for the industry?

Last month, the European Commission (EC) adopted a Delegated Act (DA) to postpone the application date of the Basel III fundamental review of the trading book (FRTB) standards in the European Union ...
Finextra

What does the EBA`s proposal to expand FRTB reporting mean for banks?

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 ...
Bloomberg L.P.

China Minsheng Bank Adopts Bloomberg’s Data Solutions for FRTB Implementation

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 ...
WatersTechnology

FRTB data quality issues persist amid shifting implementation dates

Some banks are struggling to aggregate market and reference data of sufficient quality to fit the models of the Fundamental Review of the Trading Book ahead of the proposed 2025 deadlines. The ...
Bloomberg L.P.

Why FRTB matters and why it’s hard

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 ...