

Global fragmentation looms in FRTB data pooling stand-off
Smaller banks unwilling to hand over localised trade information to data utilities
Small banks are accustomed to operating in the shadow of their larger, global peers, whose superior pricing power has often allowed them to muscle in on their smaller rivals’ home turf. But new market risk rules may be about to give these second tier players an unlikely advantage, in the form of the highly valuable data they hold on their local markets.
Under the Fundamental Review of the Trading Book, banks opting to use an own-models approach to calculating market risk capital requirements
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