Fundamental Review of the Trading Book

The Fundamental Review of the Trading Book (FRTB), is a set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks.

Basel Framework International regulatory standards for banks
Basel Committee on Banking Supervision Basel Accords Basel I Basel II Basel III LCR NSFR FRTB Basel 3.1
Background
Banking / Regulation Monetary policy / Central bank Risk / Risk management
Pillar 1: Regulatory capital
Capital requirement Capital ratio Leverage ratio Tier 1 Tier 2 Credit risk SA-CR IRB F-IRB A-IRB EAD SA-CCR IMM CCF Market risk Standardized IMA CVA vol BA-CVA SA-CVA Operational risk Basic Standardized AMA
Pillar 2: Supervisory review
Economic capital Liquidity risk Legal risk
Pillar 3: Market disclosure
Disclosure
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