FRTB in a Fast-Changing World: Is the Regulation Still Relevant?

The final FRTB standards were published by the Basel Committee on Banking Supervision (BCBS) in 2016, a mere 7+ years ago. A lot has happened since then, to put it mildly, including a global pandemic, a major war, raging inflation, and most recently, a banking crisis in the US.

The good news is that we’re finally nearing FRTB’s finish line, with implementation deadlines approaching rapidly in many jurisdictions. But will FRTB live up to its promise? In our fast-changing world, will it still enhance the resilience of banks and the stability of the global financial system as it was intended to?

Join Franck Rossi of Numerix as he provides an update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations

Mr. Rossi covers:

  • Global timelines for FRTB by jurisdiction
  • Possible regulatory arbitrage
  • Quirks of the Standardized Approach
  • Counterintuitive aspects of the Internal Model Approach
  • Key takeaways

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