Fundamental review of the trading book: State of art on implementation of Standardised Approach Fundamental review of the trading book: Stato dell’arte sulle implementazioni dello Standardised Approach

Abstract

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.

Keywords

• fundamental review of the trading book (frtb)
• crr ii
• basel committee on banking supervision
• market risk
• modello standard
• best practice
• sensitivity
• ruoli della segnalazione