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Fundamental Review of the Trading Book (FRTB)

By Shearin Cao, Technical Specialist, Traded Risk Management, Standard Chartered Bank

Ahead of the 4th Annual Fundamental Review of the Trading Book Forum 2019, Shearin has released her PDF slides from the 8th Annual Risk EMEA 2019 Summit. In this presentation, Shearin will address key areas of concern, including:

The Basel initiative to “fix” Market risk capital
FRTB framework
Standard Rules as a credible fallback to the IMA
NMRF
How PLAT determines IMA coverage
Firmer Trading and Banking book boundary
and more..

Click here to download PDF slides

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