The Road to FRTB Compliance
FRTB compliance will pose challenges across data, business process, and IT
The Fundamental Review of the Trading Book (FRTB) brings regulatory capital calculation much closer to the front office. To achieve compliance with the FRTB regulation, banks must
- Evaluate impact across data, business process, and IT infrastructure
- Identify data needs for key FRTB areas such as IMA, P&L attribution, backtesting, and the Standardised Approach
- Address cross-functional challenges