Bloomberg L.P.

Industry perspective: Overcoming FRTB data challenges

The Fundamental Review of the Trading Book (FRTB), a global set of rules designed to prevent the systemic losses seen on banks’ trading books after the 2008 financial crisis, are certainly valuable ...
Bloomberg L.P.

Industry perspective: How firms throughout APAC view FRTB

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 ...
Risk.net

BNP, Deutsche, SocGen face steep RWAs surge under FRTB SA

Pro forma disclosures for output floor show 2.5–2.8x increases if banks used only standardised formulas – far above peers ...
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 ...
JD Supra

EBA consultation on amending data collection for 2026 benchmarking under CRD IV

The European Banking Authority (EBA) has published a consultation paper containing draft implementing technical standards (ITS) on amending Commission Implementing Regulation (EU) 2016/2070 with ...
Asset Servicing Times

Odeabank implements MX.3 for FRTB solution

Odeabank has become the first Turkish bank to implement Murex’s MX.3 for the Fundamental Review of the Trading Book (FRTB) solution. MX.3 for FRTB covers the full calculation chain down to the final ...