Fundamental review of the trading book: State of art on implementation of Standardised Approach Fundamental review of the trading book: Stato dell’arte sulle implementazioni dello Standardised Approach

Following the publication of the regulatory framework for the Fundamental Review of the Trading Book (FRTB) by both the Basel Committee (BCBS) and the EU Regulator, the Financial Institutions have started the mandatory actions to comply with the new regulatory requirements. This article aims to prov...

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Bibliographic Details

Published in:	Risk Management Magazine
Main Authors:	Nicoletta Figurelli, Carlo Frazzei, Alessandro Garufi, Tommaso Giordani, Luca Mirald, Marco Peron, Andrea Rodonò, Edoardo Siccardi, Gaetano Stellacci, Pietro Tenuta
Format:	Article
Language:	English
Published:	AIFIRM 2021-08-01
Subjects:	fundamental review of the trading book (frtb) crr ii basel committee on banking supervision market risk modello standard best practice sensitivity ruoli della segnalazione
Online Access:	https://www.aifirm.it/wp-content/uploads/2021/08/RMM-2021-02-Excerpt-2.pdf