Fundamental Review of the Trading Book (FRTB)

Category: Regulatory · Abbreviation: FRTB

What is Fundamental Review of the Trading Book?

Basel Committee framework revising minimum capital requirements for market risk in the trading book.

Related terms

• Market Risk
• Basel III
• VaR

More Regulatory terms

• Bank Secrecy Act (BSA)
• Basel Accords
• Basel Committee on Banking Supervision (BCBS)
• Basel II
• Basel III
• Consumer Duty

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