An impact assessment of the Fundamental Review of the Trading Book (FRTB) – from the Business and Industry standpoint
In May 2012, The Basel Committee on Banking Supervision (BCBS) published a consultative paper (CP1) (BCBS, 2012) referred to as the Fundamental Review of the Trading Book (FRTB). The revisions to the capital framework, as suggested in the consultative paper, aim to achieve a more resilient banking s...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2015
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| Online Access: | https://eprints.nottingham.ac.uk/29927/ |