Coronavirus Crisis Highlights Need for More Informed Risk Calculations

Calculating risk sensitivities—the main point of FRTB—took on new importance as the markets dropped amid the Covid-19 global pandemic.

wake up cal

The novel coronavirus has wreaked havoc on the market as firms execute their business continuity plans. More than a decade after the financial crisis, the escalating global pandemic is testing the industry’s ability to withstand sudden, violent jolts. One upcoming regulation—the Fundamental Review of the Trading Book (FRTB)—could serve as a navigation system for such stormy seas.

Introduced in 2016 and slated to go live at the start of 2022, FRTB will require banks to calculate the

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A rough race begins: Industry faces uphill transition to T+1 settlement

With T+1 compliance set to begin next May, firms will likely be burdened by reduced IT budgets, existing legacy systems and manual processes over the next 15 months. So, while faster settlement will help innovate the middle and back office, some argue industry needs a longer timeline.

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