Fragmented rules muddy Asian FRTB implementation

Banks and vendors warn risk factor data may not be usable across different jurisdictions

Not one size fits all

Differences in the way local regulators have transcribed global rules for market risk capital into national law mean banks may face problems using data across jurisdictions, or when developing shared datasets for trading desks, market participants have warned.

“Will there be any material changes between how [the rules] were onboarded in the different regions? Will the data that you use in Singapore be applicable if you are running your book from Japan?” asked Steven Holland, head of regulatory

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