06-10-2016 | LATEST REPORTS
Freeing up the front office

FRTB risk programmes should be split into analytics, data and computation components, and front-office desk heads must act like business leaders and assume the daily tasks of reducing complexity and cost.

The Fundamental Review of the Trading Book (FRTB) presents methodology, data granularity and computation challenges for all banks, regardless of whether they seek internal model approval (IMA) or focus on the sensitivity-based approach.



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