Fundamental review of the trading book: state of art on implementation of Standardised Approach

Autor:	Luca Miraldi, Alessandro Garufi, Marco Peron, Pietro Tenuta, Banca Sella, Gaetano Stellacci, Edoardo Siccardi, Carlo Frazzei, Cassa Centrale Banca, Tommaso Giordani, Banco Bpm, Nicoletta Figurelli, Andrea Rodonò
Rok vydání:	2021
Předmět:	Management science Computer science General Engineering State of art
Zdroj:	Risk Management Magazine. 16:10-20
ISSN:	2724-2153 2612-3665
DOI:	10.47473/2020rmm0087
Popis:	Following the publication of the regulatory framework for the Fundamental Review of the Trading Book (FRTB) by both the Basel Committee (BCBS) and the EU Regulator, the Financial Institutions have started the mandatory actions to comply with the new regulatory requirements. This article aims to provide an overview of the key challenges that banks have had to face in recent years, with a particular focus on the most significant methodological key points and the main impacts on business from the technicalities of the new regulatory framework, in order to provide guidelines and best practices on Standardized Approach (SA) topics shared between Risk Management and Front Office
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::fdb5b0b734f58d45cc1dbfc50d920299 https://doi.org/10.47473/2020rmm0087 Zobrazit plný text záznamu