Volcker desks unlikely to meet FRTB requirements

Some trading activities will need to be reorganised to comply with market risk rules


Maintaining a Volcker-rule compliant desk structure could attract punitive regulatory charges under incoming market risk capital rules, known as the Fundamental Review of the Trading Book (FRTB).

Most US banks had previously assumed that their existing desk structures, which are designed to comply with the trade reporting requirements of the Volcker rule, could be tweaked to meet the requirements of FRTB.

But speakers at the Risk USA conference in New York earlier today (October 25) gave that

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