Fundamental Review of the Trading Book (FRTB) regulation, a set of proposals from the Basel Committee on Banking Supervision (BCBS) for a new market risk-related capital requirement for banks, is due to be implemented across APAC over the next few years. Singapore and Japan, by way of example, have set implementation deadlines in 2024, while Australia has pushed out go-live to 2026.
ICE’s Xiao Xiao joined RegTech Insight to provide an industry update on FRTB implementation across APAC jurisdictions, and discuss the challenges and best practice responses.
The evolving regulatory environment challenges firms to expand data requirements and enhance risk management processes. We offer a range of regulatory-related services designed to help you with your compliance obligations and help improve operational efficiency.
To support banks Internal Model Approach calculations, we provide Real Price observations reports that can help support the RFET as well historical pricing data for Expected Shortfall regression models. We also provide FRTB Standard Approach (SA) analytics calculations.
Businesses serving non U.S.-based investors are facing a new challenge to identify Publicly Traded Partnerships (PTPs) or risk violating Section 1446(f) of the Internal Revenue Code (IRC).
The evolving regulatory environment challenges firms to expand data requirements and enhance risk management processes. We offer a range of regulatory-related services designed to help you with your compliance obligations and help improve operational efficiency.
To support banks Internal Model Approach calculations, we provide Real Price observations reports that can help support the RFET as well historical pricing data for Expected Shortfall regression models. We also provide FRTB Standard Approach (SA) analytics calculations.
Businesses serving non U.S.-based investors are facing a new challenge to identify Publicly Traded Partnerships (PTPs) or risk violating Section 1446(f) of the Internal Revenue Code (IRC).