ISDA, GFMA and IIF ran a project to analyse the data submitted by 28 banks as part of the fourth Fundamental Review of the Trading Book (FRTB) quantitative impact study (QIS). The results show banks using the standardised approach will have to hold 4.2 times the total market risk capital banks hold today.
Documents (1) for ISDA/GFMA/IIF publish industry FRTB QIS analysis
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