An impact assessment of the Fundamental Review of the Trading Book (FRTB) – from the Business and Industry standpoint

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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Bibliographic Details
Main Author: Paul, Arkajeet
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2015
Online Access:https://eprints.nottingham.ac.uk/29927/

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