References in periodicals archive ?
Regulatory focus on 'market-linked contingent capital in the trading book,' such as Credit Valuation Adjustment (CVA), Standardized Approach for measuring Counterparty Credit Risk (SA-CCR), and Fundamental Review of the Trading Book CVA (FRTB CVA)
the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR).
For example the Fundamental Review of the Trading Book (FRTB) is a new regulation that is coming out in Europe and North America, and any bank that does business in these two continents is affected.
While Basel III is forcing banks to optimise their capital deployment strategies, the upcoming Fundamental Review of the Trading Book (FRTB) will force them to exit certain desks or stop dealing in certain instruments altogether.
The Monetary Authority of Singapore (MAS) notified local banks of the delay to the so-called 'fundamental review of the trading book' (FRTB).
This runs in parallel with impending legislation, including-but not limited to-new International Financial Reporting Standards (IFRS 9), the Basel Committee on Banking Supervision's regulation number 239, and the same committee's Fundamental Review of the Trading Book (FRTB).
Misys, a maker of solutions for the banking sector, is preparing for Basel's Fundamental Review of the Trading Book (FRTB).
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