ACAPM: Fundamental Review Of Trading Book - Internal Models Approach
The final draft for Fundamental Review of Trading Book (FRTB) framework is expected to be released by end of 2015 to achieve the implementation timelines of early 2018 as envisaged earlier.
It was evident that the proposal seeks to address broad areas of “banking book” - “trading book” division, standardised approach methodology and internal models approach methodology. While a wide range of issues have been addressed with respect to Internal Models Approach (IMA), the key idea is to avoid
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