Taking the FRTB plunge

Banks entering chilly FRTB waters for the first time are facing fresh challenges

It's difficult to know how cold the water is until you jump in – a truism that applies equally to outdoor swimming pools and the banking industry's new market risk capital regime.

Understandably, then, banks have been warily clustered around the edge of the Fundamental review of the trading book (FRTB) since the final text was published on January 14 – eyeing the rules with distrust and complaining about the estimated capital impact. A survey by software vendor Misys recently found only 13.6%

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