Tous les articles de Daphné Fabrizi
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Do you know the impacts of the Fundamental Review of the Trading Book (FRTB) on Banks ?

The 2009 “Revisions to the Basel II market risk framework”(Basel 2.5) was the first attempt by the Basel Committee on Banking Supervision (BCBS) to address the trading book issues revealed by the global financial crisis. The implementation of Basel 2.5 resulted in a significant increase in the regulatory capital requirement for market risk in the […]