FRTB is a 2017 Project – article by Srikant Ganesan

Srikant Ganesan’s article in the March 17 2017 RiskTech Forum is entitled “Risk Focus: FRTB Is A Challenge For Today Not Tomorrow”.RiskTech Forum

In the article, Ganesan points out that, even though the regulation goes into effect in January, 2019, a key requirement is that “financial institutions will need to back-test their internal models for at least 12 months”. This means that firms will need to have developed their platforms by January 2018, which makes FRTB compliance a 2017 project.

Read the full article here

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