ULTUMUS News

FRTB

Written by Ultumus | Mar 25, 2024 7:57:25 AM

FRTB - Fundamental Review of the Trading Book

January 2025 is a very significant implementation deadline for the Fundamental Review of the Trading Book or FRTB. A significant focus of FRTB is a suite of capital rules to ensure that Banks have adequate capital set aside to underpin their trading (and hedging) strategies and therefore assure their survival in the event of unexpected losses.

 

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