New regulation governs market risk models and increases the capital buffer

Emerging Market Risk Challenges and FRTB

Cover

A handful of leading international banks and investment managers who have established the ability to measure intraday market risk cite benefits such as:

  • Improved risk management
  • Capital optimization 
  • Balance sheet immunization

Rather than follow a wait-and-see, reactive approach to new regulations, financial institutions should evaluate their capabilities against best practices and industry leaders, then move proactively to measure and manage firmwide market risk in context.

Download this white paper to learn more about current market risk challenges that concern regulators, and selected steps they are taking, such as Fundamental Review of the Trading Book (FRTB), along with further actions planned.

Vendor:
SAS
Posted:
06 Nov 2018
Published:
06 Nov 2018
Format:
PDF
Length:
10 Page(s)
Type:
White Paper
Language:
English
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