The economics of market risk capital have fundamentally changed following major regulatory adjustments across the US, Europe and the UK.
The recalibrated Fundamental Review of the Trading Book – Internal Models Approach (FRTB-IMA) framework introduces a more pragmatic regulatory environment, reducing previous barriers while creating new opportunities for banks to optimise capital, modernise risk infrastructure and strengthen internal modelling capabilities.
Inside the briefing:
- FRTB-IMA Regulatory Changes : Understand how new rules are reshaping market risk capital requirements.
- Updated Compliance Thresholds : Explore changes to PLAT, RFET, modelling rules and capital floors.
- Modelling Flexibility : Learn how banks can combine full revaluation and Greeks-based approaches.
- Global Implementation Timeline : Review key FRTB-IMA milestones across the EU, US and UK.
- Operational Challenges : Identify risks around data architecture, desk permissions and cross-border compliance.
- Capital Optimisation Opportunities : Discover how recalibration can improve efficiency and Return on Equity.
- Preparing for Implementation : Understand the governance, testing and transformation needed for successful adoption.
