InteDelta: Fundamental Review Of The Trading Book: A Survey Of Implications And Banks’ Preparations
The development of the Fundamental Review of the Trading Book (FRTB) stretches back to the 2009 “Revisions to the Basel II market risk framework”, issued by the BCBS and otherwise known as “Basel 2.5”. This attempted to address the deficiencies in market risk capital following the 2008 financial crisis, but it was soon recognised that these changes did not fully remediate the shortcomings of the framework. As the name implies, the Fundamental Review of the Trading Book was intended to be a
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