FRTB Special Report
Easing the pressure of FRTB implementation
Recent US bank defaults have raised new questions over US FRTB implementation. But what impact would that have? Colleen Cosgrove of ActiveViam discusses the importance of FRTB, the implementation challenges ahead and how technology can help in the process
Embracing the sea change to come with FRTB
Firms have until 2021 to implement FRTB, and those yet to begin compliance efforts risk putting themselves at a disadvantage. EY‘s financial services risk partners Shaun Abueita and Sonja Koerner explore the current level of readiness within the industry…
Blueprint for FRTB: Building a future-state business strategy
Sponsored feature: Numerix
FRTB: a work in progress
Banks cannot wait for clarification but must forge ahead
Lining up the fundamentals
Sponsored Q&A: Asset Control, Murex, Vector Risk, CompatibL, Parker Fitzgerald and Numerix
Regulations, sensitivities and adjoints: Using AAD for FRTB and FRTB-CVA
Sponsored feature: CompatibL
Attribution of risk measures for improved risk and capital control
Sponsored feature: GFT
Freeing up the front office
Sponsored feature: Parker Fitzgerald
The decentralisation trap: The FRTB standardised approach
Sponsored feature: Vector Risk
Land of confusion: FRTB and the calculation burden
Sponsored feature: Quaternion Risk Management
No way out: The road to FRTB compliance
Sponsored feature: Murex
Banks fear costs from loss of AAD under simpler FRTB rules
Trading book regime may force use of more expensive and time-consuming ways of computing risk sensitivities
The P&L attribution mess
FRTB model approval regime dogged by confusion and controversy
Banks fear FRTB internal model approval gridlock
UK regulator said to have concerns about the high volume of simultaneous approval requests