SAS: FRTB: A wait-and-see strategy could be risky (and expensive)

The fundamental review of the trading book (FRTB) will change the way banks manage market risk. Most view the December 2020 deadline and its shifting requirements and conclude they should “wait and see”. Waiting, however, is likely to prove a risky strategy. Here’s why.

Our financial system operates within a highly leveraged, interconnected marketplace. Transactions are transformed and risks are amplified as they move through market layers. In this environment, the need for banks to assess

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