Quantifi FRTB Survey

Quantifi breaks down the results from its recent survey on the Fundamental Review of the Trading Book (FRTB). 106 banking practitioners were surveyed to measure opinion on how prepared their firms are for dealing with the impact of FRTB and their approach to addressing implementation challenges. 

 

FRTB Bank Survey

 

 

FRTB places greater pressure on bank business models as it requires a major rethink of front-to-back frameworks and processes. Banks are at varying levels of preparedness to deal with the impact of FRTB. Forward thinking firms are assessing the parameters of FRTB and making decisions on desk structure, technology and methodologies.

Recommended Whitepapers and Articles

Portfolio Diversification in FRTB​

FRTB: Moving Towards a Practical Implementation​

FRTB: Strengthening Market Risk Practices?​