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 ...
This article is the second in a three-part series examining flaws in the FRTB regime and exploring possible changes The revision of the internal models approach, a key part of the Basel III market ...
The justifications for the proposed changes to large bank regulatory capital requirements in the so-called “Basel III end-game” Notice of Proposed Rulemaking are schizophrenic. Regulators argue that ...
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