Impacts of FRTB’s Fragmented Implementation

The Fundamental Review of the Trading Book (FRTB) is now live in some countries and is supposed to be live by July 2025 for the major financial markets where local regulators have provided near-final rules. However, there are differences in how and when the rules are being implemented in each jurisdiction.

Many market practitioners are concerned that the divergent FRTB timelines and fragmented rules could cause major problems in the industry. But is the fragmented implementation truly an issue?

Join Franck Rossi of Numerix as he provides an update on FRTB challenges due to the heterogeneous timelines and rules.

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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