Fundamental Review of the Trading Book – Technology Overview


The publication by the BCBS in January 2016 of their revised market risk framework marks the end of a lengthy consultation process to address problems with regulatory capital requirements highlighted by the financial crisis. The new regulations replace the “stopgap” Basel 2.5 rules introduced in 2009. They are due to be implemented by banks by the end of 2019.

To read the full white paper, please click here.