FRTB will be far more challenging than traditional risk capital regulations due to the lack of regulatory clarity over the boundaries between banking and trading book, the need for consistency across risk data sources, data modellability to prepare for complex risk calculations, and new governance to address changes in data structures and technology infrastructure. In our recent White Paper, Ice Data Services, Baker McKenzie, LP, Alveo and Capital Markets Advisors,… Read More »
The transition from LIBOR to the Fed-published Secured Overnight Financing Rate (SOFR) or possible alternatives is motivated in large part by the mandated cessation of… Read More »
Building on the success of our first FRTB roundtable discussion held on December 9, 2020, we are offering a very select group of bank dealers… Read More »
FRTB will be far more challenging than traditional risk capital regulations due to the lack of regulatory clarity over the boundaries between banking and trading… Read More »
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