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Trading book and Banking book
09August
Trading book and Banking book 0 Comments | By

Trading Book and Banking Book treatment in FRTB can be summarized in three lines as follows: Close the loop hole of Capital Arbitrage between the Trading book and the Banking book Calculate the Capital for the trading book and the banking book as if the banks are in Stressed Market Conditions Calculate Capital using the … Continue reading “Trading book and Banking book”

Remember those days when we saw Lehman employees walking out with their personal stuff in cardboard boxes, manhandling of AIG employees in New York, the demonstrations at Wall Street and Zuccotti Park (New York), and the $ 1 trillion bailout fund that the Congress initially refused to approve? Yes, to avoid similar situations, the BIS … Continue reading “What does FRTB really mean”