FRTB: Banks’ Regulatory Capital Calculations Just Got More Complicated
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Explore the impact of FRTB. Authors from ICE Data Services, Alveo, Baker McKenzie, LLP, and Capital Markets Advisors, LLC address different aspects of FRTB including capital optimization and data modellability, the legal perspective, market data integration issues, banking/trading book boundary considerations and governance requirements.
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FRTB: Banks’ Regulatory Capital Calculations Just Got More Complicated
Explore the impact of FRTB.
