Trading book and Banking book
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”

Know your KYX
Know your KYX 0 Comments | By

There is no gainsaying the fact that we live in times of very high geo-political sensitivity, and rampant fear over bad guys of all shapes and sizes, everywhere. Mounting global supervisory concern over “terrorism-funding” comes as an urgent overlay over resident angst about illegal flows of unaccounted and opaque money involved in drugs, weapons, sanctioned … Continue reading “Know your KYX”