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 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.



Portfolio Diversification in FRTB

FRTB impacts financial institutions across all functions as it poses operational, methodology and technology challenges. To meet the requirements financial institutions will need to rethink their business and technology strategies with a view to streamlining their processes and architecture.


FRTB: Moving Towards a Practical Implementation

The Basel Committee on Banking Supervision (BCBS), has placed greater emphasis on improving market risk management since finalising Basel III. In May 2012, the BCBS released the first consultative document on the Fundamental Review of the Trading Book (FRTB).


FRTB: Strengthening Market Risk Practices?

One of the largest overhauls by the Basel Committee on market risk regulatory capital in recent times is close to completion. FRTB is intended to address the undercapitalisation of trading book exposures witnessed during the financial crisis.

Let's Talk!

Schedule a personalised demo today