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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risktech Forum? Register for access

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can contact us to request an individual account here.