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Fundamental Review of the Trading Book

Fundamental Review of the Trading Book

FRTB sets out revised standards and is intended to replace existing global regulatory requirements for estimating regulatory market risk paradigm.

Koen De Losse, Partner Risk Consulting, KPMG in Belgium

Partner, Head of Financial Risk Management

KPMG in Belgium


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Fundamental Review of Trading Book

The Basel Committee of Banking Supervision has published the Fundamental Review of the Trading Book (FRTB) final rule. This final rule, along with many others that are anticipated to be finalized in the coming months, is expected to have far-reaching impacts for financial institutions in the areas of: 

  • trading book definition
  • risk measurement assessment
  • reporting

With the FRTB market risk rule changes, banks have been forced to examine the viability of certain types of trading businesses as well as question their appetite for risk. Find out more about the principle elements of FRTB final rule to help mitigate the myriad of challenges facing the banking industry.

KPMG sees FRTB implementation as an opportunity to improve organizations’ internal models and risk measures.

Let’s start the conversation.

© 2019 KPMG Advisory, a Belgian civil CVBA/SCRL and a member firm of the KPMG network of independent member firms affiliated with KPMG International Cooperative ("KPMG International"), a Swiss entity. All rights reserved.

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