
Bloomberg works with banks on FRTB data pool
Pooling market risk factor data could cut capital requirements

Banks are considering pooling their data in an attempt to hold down trading book capital – an unprecedented step in the market risk space, which could create an opportunity for data vendors and others. Bloomberg is already working with the industry to sketch out how such a service might work, including the big hurdle of sharing information among rival banks.
"It started through multiple one-on-one client interactions, which were addressing the practical implementation of the Fundamental review
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