FRTB: Are we there yet?
In this special report, practitioners and data specialists examines how much work the industry has to do in the coming months, and offers advice on how to collate, proof and secure the integrity of risk factor data sets.
In early October, figures from the Basel Committee on Banking Supervision confirmed what banks have known for some time: the Fundamental Review of the Trading Book (FRTB) will spark a vast increase in the cost of market-making to the point that, for some products, it will no longer make sense to continue doing so.
Download our FRTB: Are we there yet? Whitepaper
This special report by Risk.net, sponsored by Asset Control, offers advice on how to collate, proof and secure the integrity of risk factor data sets.