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Canada's top dealers boost derivatives clearing as FRTB kicks in

BMO, RBC and TD Bank cleared record C$45.1 trillion in notionals in Q1

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Infrequent MtM reduces neither value-at-risk nor backtesting exceptions

Frequency of repricing impacts volatility and correlation measures

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Bloomberg updates risk analytics platform to cope with FRTB regional shifts

The data giant is also rolling out updates for climate risk and asset liability management on its platform.

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Bloomberg
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Standardised FRTB leaves banks befuddled on residual risk

Standardised FRTB leaves banks befuddled on residual risk
risk.net - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from risk.net Daily Mail and Mail on Sunday newspapers.

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SIFMA: Proposed Basel III Endgame new trading capital rules would hobble U.S. banks, capital markets, and the broader economy

The U.K. and EU reforms will result in a 3.2 to 15% increase in capital levels for global systematically important banks, compared to 30% in the U.S.

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