The Fundamental Review of the Trading Book (FRTB), is a set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks. [1] [2]

2013年10月31日 · The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of proposals for a comprehensive revision of the …

The new regulations within the framework of the Fundamental Review of the Trading Book (FRTB) include a stricter separation of positions between the trading and banking book, the introduction of a new standardised approach for market price risks as well as revised regulations on the use of internal models.

2022年3月17日 · First introduced in the aftermath of the 2008 global financial crisis, the FRTB is a global set of rules specifying the minimum regulatory capital requirements that apply to banks’ wholesale...

The Fundamental Review of the Trading Book (FRTB) is a comprehensive suite of capital rules developed by the Basel Committee on Banking Supervision (BCBS) as part of Basel III, intended to be applied to banks’ wholesale trading activities.

2023年8月9日 · FRTB, or the Fundamental Review of the Trading Book, is a Basel Committee initiative designed to revamp market risk capital requirements and practices. One of FRTB’s main changes is the shift from Value at Risk (VaR) and Stressed …

2025年2月26日 · The Fundamental Review of the Trading Book (FRTB) is a set of market risk capital rules designed to replace a series of patches introduced after the financial crisis. It seeks to better-capture tail risk, to redraw the boundary between banking and trading books, and to raise the bar for internal models.