FRTB survey: banks fear high bar for P&L test

Nazneen Sherif
05 Dec 2016

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

This is the second companion piece to Risk.net's forthcoming 2016 FRTB implementation survey. The full results will be published shortly.

More than half the banks in Risk.net's inaugural Fundamental review of the trading book (FRTB) implementation survey fear a significant number of their desks will lose approval to use the internal model approach (IMA) under the new regime. Six banks fear at least 20% of their trading desks will fail to gain IMA approval; two of them said a fail rate of 80% or

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]