Fundamental Review of the Trading Book

Bank supervision - capital adequacy.

(FRTB).

The FRTB overhauls banking market risk capital requirements to meet the objectives of the Basel Committee in its effort to address shortcomings of the Basel 2.5 market risk capital framework and reduce the variability of market risk weighted assets across jurisdictions.

See also

• Banking book
• Basel 2.5
• Capital adequacy
• Market risk
• Trading book