FRTB: The new market risk paradigm | KPMG | CA

FRTB: The new market risk paradigm

FRTB: The new market risk paradigm

FRTB sets out revised standards and is intended to replace existing global regulatory requirements for estimating regulatory market risk paradigm.

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FRTB: The new market risk paradigm

FRTB: The new market risk paradigm

The banking industry is grappling with a myriad of challenges as a new set of complex requirements representing the next generation of market risk framework are now published. The Fundamental Review of the Trading Book (FRTB) final rule has some subtle and not-so-subtle changes as well as key challenges that banks will face compared to the last consultation paper, forcing banks to examine the viability of certain types of trading businesses.

Key topics discussed in FRTB: The new market risk paradigm are:

  • New market risk rule
  • FRTB in a snapshot
  • Final rule highlights
  • Key challenges
  • Why FRTB is an opportunity

KPMG sees FRTB implementation as an opportunity to improve organizations’ internal models and risk measures. 

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FRTB: The Canadian perspective – Part 2

FRTB: The Canadian perspective – Part 1

Fundamental Review of the Trading Book

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