FRTB data pooling crawls into action

Dealers voice concerns on data pooling as industry initiative to model risk factors faces significant challenges

frtb-snail
Held back: data pooling initiative has faltered

Industry-wide attempts to establish a data pooling service as part of efforts to comply with new market risk rules have stumbled amid concerns over privacy issues, data standardisation and a lack of clarity from regulators, sources say – holding banks back from committing to the service.

The non-modellable risk factors (NMRF) framework – part of the Basel Committee on Banking Supervision's Fundamental review of the trading book (FRTB) – will force trading desks that use an internal models-based

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net 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 indvidual account here: