Bloomberg L.P.

Fundamental Review of the Trading Book (FRTB): Where do we stand?

This article was written by Joe McHale and Christian Benson, Regulatory Affairs Specialists at Bloomberg. Complex and large-scale regulatory changes famously take time and it is never too early to ...
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 ...
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 ...
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 ...