Japan regulator: new FRTB will help uniform Asian uptake

Relaxation of non-modellable risk factors, among other revisions, welcomed by FSA

Japan FSA and flag.jpg
Risk.net montage

The latest iteration of the Basel Committee’s market risk capital regime has allayed the concerns previously raised by Asian watchdogs and provides a framework for uniform implementation across the region, a senior Japanese regulator says.

The January 2019 revisions to the Fundamental Review of the Trading Book tackled criticisms over the frequency of price observations required for risk factors to be eligible for modelling, the aggregation of risk factors from different asset classes and the

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: