Numerix: Is Your Organization Prepared for the Next Evolution of FRTB Guidelines?

With the new year upon us, the buzz surrounding the finalization of the Basel Committee on Banking Supervision’s (BCBS) Fundamental Review of the Trading Book: A Revised Market Risk Framework (FRTB) guidelines—along with the significant impact they are expected to have—continues to take on a center stage of its own.

Interestingly, just before Thanksgiving here in the United States, the Basel Committee released its long-awaited interim impact study, looking at some of the effects of FRTB. 

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