The U.S. Basel III Endgame enters a new phase

What does the revised U.S. Basel III Endgame proposal mean for banks? Regulators signal lower capital requirements, but key ...
WatersTechnology

FRTB data quality issues persist amid shifting implementation dates

Some banks are struggling to aggregate market and reference data of sufficient quality to fit the models of the Fundamental Review of the Trading Book ahead of the proposed 2025 deadlines. The ...

The changes that matter for bank capital strategy in the US Basel III Endgame Reproposal

The Basel III Endgame reproposal accelerates timelines, narrows scope and expands flexibility in bank capital strategy. Learn ...
Finextra

What does the EBA`s proposal to expand FRTB reporting mean for banks?

The Fundamental Review of the Trading Book (FRTB) was introduced into the prudential framework of the EU by Capital Requirements Regulation (CRR 2) as a regulatory reporting requirement in 2020. The ...
JD Supra

Mansion House: PRA consults on adjustments to its Basel 3.1 market risk framework

HM Treasury (HMT) and the UK Prudential Regulation Authority (PRA) have published updates with proposed changes to the expected implementation of Basel 3.1. The changes relate to delaying the ...
Nasdaq

CRR3 vs. UK Basel 3.1: Key Differences in Basel IV Compliance

Basel IV is here, but compliance is anything but straightforward. Banks, especially multinational institutions, must navigate deviations between the EU’s CRR3, the UK PRA’s Basel 3.1 and the global ...
Traders Magazine

FRTB: The Road to IMA

“Buy the rumours, sell the facts” is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described as “omne ignotum pro magnifico est” or “everything ...