The Fundamental Review of the Trading Book (FRTB) Explained
Agenda:
0:00 - Overview
1:54 - Evolution of Basel Market Risk Guidelines
14:45 - FRTB Standardized Approach - High Level Overview
33:38 - FRTB IMM Approach - High Level Overview
39:01 - The capital impact of FRTB and Implementation Status
42:15 - FRTB Implementation Challenges
45:29 - Reference Documents & Contact
Speaker: [ Ссылка ]
#frtb #marketrisk #creditrisk #imaapproach #ima #risk #governance #bcbs
