FRTB data standards seen as threat to emerging markets

Need for 'real' prices will limit use of models, increasing capital burden

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Asian currency pairs might struggle to meet data demands

Tough new data standards for the modelling of market risk could drive up capital requirements on emerging market instruments, and hamper their development, banks and risk experts are warning.

The Fundamental review of the trading book (FRTB) requires banks to base their models on a steady stream of "real" prices – transactional data – and sets the bar too high for many emerging markets, critics claim. The standardised approach to capital would have to be used in these cases, hiking capital

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