Industry divided on case for European phase-in of FRTB

Isda AGM: transition period may allow time for Basel to recalibrate rules, panellists note

European Commission

Market participants are divided over whether the European Union needs to include a transition period in its proposed implementation of the Basel Committee’s Fundamental review of the trading book (FRTB), given the likelihood of a long legislative timeline to introduce the new rules in any case.

Speaking at the International Swaps and Derivatives Association annual general meeting in Lisbon on May 10, Isda chairman Eric Litvack suggested the European Commission’s proposed 65% scalar on market

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: