FRTB Capital Impact Study From Markit

The introduction of FRTB will put considerable pressure on banks’ resources to gather, cleanse and analyse a large volume of transaction and pricing data. The challenges were clearly illustrated last year when the Basel Committee for Banking Supervision published its October 2015 Quantitative Impact Study (QIS)  and it could only be completed in a usable form by 31 out of 78 banks. 

This inability to aggregate good, clean data to meet the new standards will directly lead to higher capital

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