Trading desks want regulators to face down the NMRF monster
Rule-makers in Australia and the European Union are open to changes to the unpopular FRTB test
Three guardians were charged with ensuring only accurate and reliable trading risk models could be used to calculate capital requirements under revamped bank prudential rules. Each guardian presents aspiring banks with tests they must pass to demonstrate the strength of their modelling.
One of the trio, however, is overzealous in its duty and wreaks havoc on all banks wanting to use their own
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