The Fundamental Review of the Trading Book is to be adopted before January 2019
The Basel Committee’s
Fundamental Review of the Trading Book will strongly favour a
standardised approach for risk calculation at investment banks,
using it as the default option for compliance activities,
according to a market expert.
"The standardised approach used to
calculate capital requirements will have to be implemented by
all banks," Sadiq Javeri, head of product strategy for capital
markets and enterprise risk at technology vendor Misys, told
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