ISDA/GFMA/IIF Publish Industry FRTB QIS Analysis


ISDA, GFMA and IIF analysed data as of December 2016 submitted by 30 banks as part of the Fundamental Review of the Trading Book (FRTB) quantitative impact study (QIS). The industry analysis shows the new rules will result in market risk capital increasing between 1.6 and 2.5 times compared with current levels, depending on internal model approval for bank trading desks.

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