The Fundamental Review of the Trading Book (FRTB), a global set of rules designed to prevent the systemic losses seen on banks’ trading books after the 2008 financial crisis, are certainly valuable ...
One thing that all banks have plenty of is data. But the challenge for all is how to make more effective use of the ever-increasing tidal flow of information inside and surrounding institutions.
This article was written by Thomas Labbe, Regulatory Data Product Manager at Bloomberg and Eugene Stern, Head of Market Risk at Bloomberg. As the Fundamental Review of the Trading Book (FRTB) is a ...
PARIS--(BUSINESS WIRE)--Murex, the leading provider of integrated trading, risk management and processing solutions, announces a packaged solution to address the Basel Committee on Banking Supervision ...
The Fundamental Review of the Trading Book (FRTB) was introduced into the prudential framework of the EU by Capital Requirements Regulation (CRR 2) as a regulatory reporting requirement in 2020. The ...
In the never-ending world of regulatory reform, even the rollbacks of unpopular rules can have unintended consequences, particularly as they bump up against other rules in the process of being ...
Odeabank has become the first Turkish bank to implement Murex’s MX.3 for the Fundamental Review of the Trading Book (FRTB) solution. MX.3 for FRTB covers the full calculation chain down to the final ...
To hear the full interview, listen in the player above, or you can click on the download button in the player above. You can also listen to us on Spotify. This week, Eugene Stern, head of market risk ...
Buy the rumours, sell the facts is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described as omne ignotum pro magnifico est or everything unknown ...
PARIS--(BUSINESS WIRE)--Murex, a global leader in trading, risk management and processing solutions has been positioned at the top of the market potential axis in the RiskTech Quadrant® for FRTB ...
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