Image

Accenture Finance & Risk Blogs

FRTB

Posted on June 2nd, 2017

FRTB and Volcker Rule: Trading Accounts and Trading Book Definition

In previous blogs, we have looked at potential changes to trading desk structure and definition...
Read More
FRTB and Volcker Rule: Trading Accounts and Trading Book Definition
Posted on April 19th, 2017

Impact of FRTB on Trading Desk Structure

The new rules for the Fundamental Review of the Trading Book (FRTB) – published last year by...
Read More
Impact of FRTB on Trading Desk Structure
Posted on March 24th, 2017

Fundamental Review of the Trading Book: Transforming Market Risk Practices

New rules from the Basel Committee on Banking Supervision (BCBS)—known popularly as “Fundamental...
Read More
Fundamental Review of the Trading Book: Transforming Market Risk Practices
Posted on March 23rd, 2017

Fundamental Review of the Trading Book: Addressing Data Challenges – Part 2

As we have discussed, the effective implementation of a Fundamental Review of Trading Book...
Read More
Fundamental Review of the Trading Book: Addressing Data Challenges – Part 2
Posted on February 3rd, 2017

Fundamental Review of the Trading Book: Addressing Data Challenges

In previous blogs, we have examined the data challenges related to data gaps in risk calculators,...
Read More
Fundamental Review of the Trading Book: Addressing Data Challenges
Posted on January 31st, 2017

Fundamental Review of Trading Book Data Issue: Risk Calculators Data Gaps –...

In our previous blog, we looked at the data challenges related to data gaps in risk calculators,...
Read More
Fundamental Review of Trading Book Data Issue: Risk Calculators Data Gaps –...
Posted on January 12th, 2017

Fundamental Review of Trading Book Data Issue: Risk Calculators Data Gaps

In our previous blog, we looked at the data challenges related to market data sourcing in relation...
Read More
Fundamental Review of Trading Book Data Issue: Risk Calculators Data Gaps
Posted on January 12th, 2017

Fundamental Review of Trading Book Data Issue: Market Data Sourcing

As we have discussed in previous blogs, market data requirements are the foundation for compliance...
Read More
Fundamental Review of Trading Book Data Issue: Market Data Sourcing
Posted on January 11th, 2017

Fundamental Review of Trading Book Data Issue: Risk Sensitivities Sourcing

In our previous blog, we described the three major data issues facing banks as they plan the...
Read More
Fundamental Review of Trading Book Data Issue: Risk Sensitivities Sourcing
Posted on December 9th, 2016

Fundamental Review of Trading Book: Three Big Issues for Banks

As we have discussed in previous blogs, the new Fundamental Review of Trading Book (FRTB) rules...
Read More
Fundamental Review of Trading Book: Three Big Issues for Banks