Banks find new uses for discarded FRTB models

Much-maligned IMA models are being upcycled and repurposed for internal risk management

Turning unwanted objects into something more usable is the fashionable new way to save the planet. And now, banks are getting in on the act.

In 2019, the Basel Committee on Banking Supervision published final details of its Fundamental Review of the Trading Book – a decade-long effort to help steady banks’ market risk capital that stemmed from the 2008 capsize of global financial markets.

But banks faced challenges in applying one of the FRTB’s two central mechanisms – the internal models

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here