Menu
  1. about
  2. solutions
  3. Insights
  4. Careers
Search

White Paper - Introducing the Fundamental Review of the Trading Book

Complete Form to Download White Paper

 

Calypso financial engineers Rubin Rajendram, Mike deVegvar and Pardha Viswanadha, provide an overview of BCBS d352, also known as the “Fundamental Review of theTrading Book (FRTB)”

In January 2016, the Basel Committee on Banking Supervision (BCBS) issued the standards for the minimum capital requirements for market risk, also known as the “Fundamental Review of the Trading Book (FRTB).” FRTB is aimed at replacing the current set of measures under Basel 2.5 with a more coherent and consistent regulatory framework. The changes suggested within the FRTB rules are sweeping and cover numerous aspects of the trading book – including the definition of trading book vis-à-vis banking book, market/liquidity risk measurement, capitalization, and the supervision of internal risk models.

 

Latest Tweets

Pioneering Innovative Technology to Reimagine Capital Markets

Calypso Technology, Inc. is a cloud-enabled provider of cross-asset front-to-back solutions for financial markets with over 35,000 users in 60+ countries. Its award-winning software improves reliability, adaptability, and scalability across several verticals, including capital markets, investment management, central banking, clearing, treasury, liquidity, and collateral. Calypso is leveraging innovative cloud microservices and blockchain distributed ledger technology (DLT) based solutions to reduce trading costs and improve time to value.

Subscribe

We would like to keep in touch with you by email / phone for communications regarding Calypso events, news, product launches and other marketing materials in accordance with our Privacy Policy. By subscribing, you consent to us doing that.

© 2018 Calypso. All rights reserved - Terms Of Use - Privacy Statement Contact Us
Back To Top