Fundamental Review of the Trading Book (FRTB)

Active since: Not yet implemented
Part of: Basel IV
Superceded by: Minimum Capital Requirements for Market Risk
Target: Financial institutions world wide
Goal: Provide a clear distinction between trading book and banking book in order to improve the calculation and comparison of risk capital.

 

Full text of FRTB last consultive version

Full text of the final document: Minimum Capital Requirements for Market Risk