TMX Technology- Razor Risk: Capital Efficiency Under FRTB

Capital Impacts 

With the forthcoming FRTB standards due to be implemented at the end of 2019, banks have been busy assessing capital impacts. When combined with other regulations such as increased Basel III capital requirements, Dodd Frank Volcker Rule, bilateral margining requirements, IFRS 9, IRRBB, SA-CCR and SA-CVA, capital consumption and performance have become a greater focus more than ever. As each desk needs separate approval for IMA as opposed to SA, the choice of desk structures

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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 request an individual account here: