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Fundamental Review of Trading Book (FRTB) is a collection of new regulations by Bank of International Settlements (BIS) that regulates the market risk capital charge that a bank has to allocate towards its capital reserves. The objectives of this study is to investigate how FRTB will impact banks from various perspectives, such as their capital reserve allocation, internal processes, work-related interaction between front offices and risk offices, and organisational structures. It was observed that the impact of FRTB has a wide ranging in uence on the overall banking system and not only on the aspect of risk management. The study revealed that FRTB will lead to an increase in banks' regulatory capital charge due to some new features that have been added to the methods of calculating regulatory capital, such as Non Modellable Risk Factors (NMRF) and Residual Risk Add-On (RRAO). FRTB was also found to require an improved data management system, and in addition there is need for front and risk offces of a bank to actively engage each other.
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Model Risk Management Challenges of Fundamental Review of Trading Book
Editore:
Scholars' Press Jan 2018, 2018
ISBN 10: 6202304782
ISBN 13: 9786202304788
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Fundamental Review of Trading Book (FRTB) is a collection of new regulations by Bank of International Settlements (BIS) that regulates the market risk capital charge that a bank has to allocate towards its capital reserves. The objectives of this study is to investigate how FRTB will impact banks from various perspectives, such as their capital reserve allocation, internal processes, work-related interaction between front offices and risk offices, and organisational structures. It was observed that the impact of FRTB has a wide ranging in uence on the overall banking system and not only on the aspect of risk management. The study revealed that FRTB will lead to an increase in banks' regulatory capital charge due to some new features that have been added to the methods of calculating regulatory capital, such as Non Modellable Risk Factors (NMRF) and Residual Risk Add-On (RRAO). FRTB was also found to require an improved data management system, and in addition there is need for front and risk offces of a bank to actively engage each other. 64 pp. Englisch. Codice articolo 9786202304788
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Model Risk Management Challenges of Fundamental Review of Trading Book
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Condizione: New. pp. 64. Codice articolo 26376043876
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Condizione: New. Print on Demand pp. 64. Codice articolo 371082939
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Model Risk Management Challenges of Fundamental Review of Trading Book
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Fundamental Review of Trading Book (FRTB) is a collection of new regulations by Bank of International Settlements (BIS) that regulates the market risk capital charge that a bank has to allocate towards its capital reserves. The objectives of this study is to investigate how FRTB will impact banks from various perspectives, such as their capital reserve allocation, internal processes, work-related interaction between front offices and risk offices, and organisational structures. It was observed that the impact of FRTB has a wide ranging in uence on the overall banking system and not only on the aspect of risk management. The study revealed that FRTB will lead to an increase in banks' regulatory capital charge due to some new features that have been added to the methods of calculating regulatory capital, such as Non Modellable Risk Factors (NMRF) and Residual Risk Add-On (RRAO). FRTB was also found to require an improved data management system, and in addition there is need for front and risk offces of a bank to actively engage each other. Codice articolo 9786202304788
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Model Risk Management Challenges of Fundamental Review of Trading Book
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Condizione: New. PRINT ON DEMAND pp. 64. Codice articolo 18376043886
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Model Risk Management Challenges of Fundamental Review of Trading Book
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Kolawole Oluwakemi ImoleOluwakemi is currently a PhD student at the University of Kent, her research is in the field of Financial Economics. She was the best student in Mathematics with a first class during her undergraduate and also. Codice articolo 385940781
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Model Risk Management Challenges of Fundamental Review of Trading Book
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Paperback. Condizione: Brand New. 64 pages. 8.66x5.91x0.15 inches. In Stock. Codice articolo zk6202304782
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Model Risk Management Challenges of Fundamental Review of Trading Book
Editore:
Scholars' Press Jan 2018, 2018
ISBN 10: 6202304782
ISBN 13: 9786202304788
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Fundamental Review of Trading Book (FRTB) is a collection of new regulations by Bank of International Settlements (BIS) that regulates the market risk capital charge that a bank has to allocate towards its capital reserves. The objectives of this study is to investigate how FRTB will impact banks from various perspectives, such as their capital reserve allocation, internal processes, work-related interaction between front offices and risk offices, and organisational structures. It was observed that the impact of FRTB has a wide ranging in uence on the overall banking system and not only on the aspect of risk management. The study revealed that FRTB will lead to an increase in banks' regulatory capital charge due to some new features that have been added to the methods of calculating regulatory capital, such as Non Modellable Risk Factors (NMRF) and Residual Risk Add-On (RRAO). FRTB was also found to require an improved data management system, and in addition there is need for front and risk offces of a bank to actively engage each other.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 64 pp. Englisch. Codice articolo 9786202304788
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Model Risk Management Challenges of Fundamental Review of Trading Book
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Taschenbuch. Condizione: Neu. Model Risk Management Challenges of Fundamental Review of Trading Book | Oluwakemi Imole Kolawole (u. a.) | Taschenbuch | 64 S. | Englisch | 2018 | Scholars' Press | EAN 9786202304788 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Codice articolo 111224059
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Model Risk Management Challenges of Fundamental Review of Trading Book
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paperback. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book. Codice articolo ERICA82962023047826
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