Success stories

Optimizing Global Bank's Trading Desk for FRTB Compliance

Written by Admin | Jul 17, 2024 10:36:17 AM

A leading global bank faced the complex challenge of adapting its trading desk structure to comply with the Fundamental Review of the Trading Book (FRTB) regulations. FRTB introduced new rules for calculating market risk and regulatory capital, necessitating alignment of trades with both business hierarchy and legal entities. The bank sought to optimize its trading desk to meet FRTB's stringent requirements, improve internal risk management, and streamline financial reporting.