Sensitivities-based approach (SBA)

• Risk management

Crowd trouble: the FRTB’s war on basis risk

FRTB will lead to build-up of risks around liquid benchmarks, dealers warn

• 01 Feb 2017

• Risk management

FRTB will spark rise in basis risk, firms warned

Dealers using standardised approach may be incentivised to push clients towards less precise hedges

• 18 Jan 2017

• Basel Committee

Basel IV – a timeline

How Basel's plans to tighten control over banks' internal models have evolved since 2014

• 28 Dec 2016

• Regulation

Doom loop reloaded: CRR II goes soft on sovereign debt

EC dilution of Basel liquidity and market risk rules could create new regulatory arbitrage

• 22 Dec 2016

• Risk management

FRTB survey: internal model approval tops list of bank fears

Two years on from its devising, chunks of the new market risk framework remain 'unworkable'

• 06 Dec 2016

• Risk management

Blueprint for FRTB: Building a future-state business strategy

Sponsored feature: Numerix

• 31 Oct 2016

• Basel Committee

SGX risk chief urges Asia lobbying push on FRTB

Asian markets could be stifled by “irrelevant” global standards, warns Koh

• 06 Oct 2016

• Risk management

Taking the FRTB plunge

Banks entering chilly FRTB waters for first time facing fresh challenges

• 03 Oct 2016