The FRTB: Concepts, Implications and Implementation

Risk Books Verified independent store

→

The BCBS' principal objectives for the FRTB are to: > Achieve consistency across jurisdictions > Have its SA serve as a credible fall-back and a floor for the IMA > Address existin g weaknesses in the IMA - with the overarching motivation of not significantly increasing bank capital requirements. This book guides the reader towards efficient FRTB implementation, capital measurement and deployment and, most importantly, effective risk management. The FRTB: Concepts, Implications, and Implementation provides a practical overview of the regulatory guidelines and their implications, and what needs to be achieved in terms of implementation. Show more