Banking book risk, op risk losses and problems with FRTB

The week on Risk.net, November 25-December 1, 2016

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TREASURIES grapple with IRRBB data requirements

OP RISK LOSSES – eight trends to watch in the future?

FRTB risk transfer shake-up hits home

 

COMMENTARY: Working under the new regime

The Banking Book Risk Summit this week covered the new IFRS 9 standards in detail – corporate end-users are welcoming the promised reduction in volatility of option valuations, while banks are worried that their regulatory capital will become more volatile once the rules are in place. But much of the discussion was

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