SSRNTrading, Microstructure & Execution
FRTB Impact on Market Risk
The study examines the impact of the Basel Fundamental Review of the Trading Book on banks' capital requirements, predicting significant increases in regulatory capital.
Featured in No. 38 on 21 Feb 2024 ·
- Released
- 2 Oct 2023
- First featured
- No. 38 · 21 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4727740
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