Risk.net

FRTB – a timeline

Milestones in the development of the Fundamental Review of the Trading Book

Timeline 4 FTRB
Jonathan Ross

The Fundamental Review of the Trading Book (FRTB) may have been finalised in January 2016, but questions about how to interpret and implement it continue to pile up – postponing any serious conclusions about the impact it will have. Even as national jurisdictions start the slow process of implementing the rules, key elements of the framework remain up in the air – from the hurdles larger banks must jump to gain permission to use their own models, to the version of the rules smaller banks ought to apply.

The collection of Risk.net articles below will take you through the near five-year history of the FRTB.

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