Fundamental Review of the Trading Book

The Fundamental Review of the Trading Book (FRTB), is a set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks.[1][2]

  1. ^ Cite error: The named reference IMF was invoked but never defined (see the help page).
  2. ^ Cite error: The named reference risk.net was invoked but never defined (see the help page).