Modules on Fundamental Review of the Trading Book (FRTB) are now available!

April 10, 2017

The fundamental review of the trading book (FRTB) will overhaul the way that banks assess risk in their trading operations. The new methods will challenge banks with regard to data requirements and complex calculations. The two modules have a focus on the Standardised Approach; you will find the modules 5 and 6 in Series 23 BIS Compliance.