News Feed

11 Apr 2019 — ISDA Feed

In January 2019, the final piece of Basel III fell into place with the publication of the revised framework for market risk capital, known as the Fundamental Review of the Trading Book (FRTB).

The FRTB makes a number of important changes, including the introduction of a more risk-sensitive standardized approach (SA), desk-level approval for internal models, and a capital add-on for non-modellable risk factors (NMRFs).

12 May 2017 — Razor Risk Feed

On the 30th of March Razor Risk broadcast a webinar explaining the background to FRTB, the timeline for readiness, and showed a live demo of our platform