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11. The Knowns and the Known Unknowns of Capital Requirements for Market Risks

  • 2017
  • OriginalPaper
  • Chapter
Published in:
Author
Jean-Paul Laurent
Published in
Financial Regulation in the EU
Publisher
Springer International Publishing

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Abstract

This chapter contextualizes the Fundamental Review of the Trading Book (FRTB) in the vast movement that has reinforced regulatory and prudential requirements. The author emphasizes the uncertainties linked to the final calibration of the new framework and the implications for economic banking models and market intermediation. Lastly, the chapter stresses operational issues linked to piloting this transformation process for regulated banks, which are facing a lot of uncertainty.
I thank Hassan Omidi Firouzi and Michael Sestier for their assistance in preparing this document and Pierre-Charles Pradier for useful comments on a draft version. Any errors of fact or interpretation are of course my sole responsibility.

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previous chapter The Impact of Basel III on the Operations of Retail Banks
next chapter Reforming Rating Agencies
Title
The Knowns and the Known Unknowns of Capital Requirements for Market Risks
Author
Jean-Paul Laurent
Copyright Year
2017
Book
Financial Regulation in the EU

Print ISBN: 978-3-319-44286-0

Electronic ISBN: 978-3-319-44287-7

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-44287-7_11
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