2018 was a year when certain jumbo-sized, data-heavy regulatory regimes finally smoothed out and settled down. Among the few that haven’t, the Basel Committee-driven Fundamental Review of the Trading ...

Before the Basel Committee on Banking Supervision published its final iteration of the Fundamental Review of the Trading Book ...

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 ...

The Fundamental Review of the Trading Book (FRTB) has been a long time coming and some have wondered if the new rules for market risk capital would ever see the light of day. FRTB implementation is ...

One thing that all banks have plenty of is data. But the challenge for all is how to make more effective use of the ever-increasing tidal flow of information inside and surrounding institutions.

The solution aims to help banks assess FRTB's impact on capital requirements both at the desk-level as well as for the bank as a whole. FRTB changes the way banks are required to calculate risk.

New trading rules face delays and revisions in US and Europe as regulators ease requirements amid industry pushback.

In the never-ending world of regulatory reform, even the rollbacks of unpopular rules can have unintended consequences, particularly as they bump up against other rules in the process of being ...

To hear the full interview, listen in the player above, or you can click on the download button in the player above. You can also listen to us on Spotify. This week, Eugene Stern, head of market risk ...

- Calculate the Capital as if the banks are in Stressed Market Conditions - Calculate Capital using the Standardized Approach, even though Trading desks calculate the Capital Charge using internal ...