Eight US dealers set to dodge FRTB application
Revised trading-activity thresholds would narrow scope of market risk framework
Eight US banks that currently capitalise market risk would no longer be required to do so under the Federal Reserve’s Basel III endgame proposal, curtailing the reach of the Fundamental Review of the Trading Book.
Under existing rules, US lenders with trading assets and liabilities of at least $1 billion or 10% or more of total assets must calculate market risk-weighted assets (RWAs) using Basel 2
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