Barclays takes selective approach to FRTB IMA applications
Risk Live: UK bank is applying for approval for parts of its portfolio most likely to pass approval tests
Barclays is keeping a focused approach to its efforts to seek approval for the use of internal models under new market risk capital rules. It will apply for model approval only on products where there is a “decent chance” of passing tests guarding entry, according to a senior risk manager at the UK bank.
“We’re trying to take on the easier part of our portfolio and the more feasible part of our
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