FRTB What are the outstanding issues
Mike Duncan
![Mike Duncan]()
Mike Duncan
Financial Markets Expert | I provide tailored Trading & Structuring solutions to Capital Management, Risk, Hedging, Funding, & Investing challenges | Expert speaker on Global Financial Markets| Singapore PR
FRTB programme Asia Risk Congress 27 Sep 2017, Singapore
Agenda
- My background - how I encountered FRTB
- Market themes
- What is FRTB?
- Assessment of the finalised regulations
- Review of current FTRB framework
- Standardised approach (SA)
- Internal model approval (IMM)
- Banking/Trading book boundary
- Other outstanding issues
- Impact on markets
- Comparative strategies - who are the winners?
- Closing thoughts
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