In response to COVID19, The European Banking Authority has recently set the start of the FRTB reporting requirement in the EU to Q3 2021.
MSCI’s Regulatory Capital Module for FRTB has been designed to facilitate more efficient implementation of the required analytics by leveraging a solution hosted by MSCI which includes Market and Terms & Condition data especially enhanced for these rules.
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Fundamental Review of the Trading Book (FRTB)
Thomas Moser, Executive Director, MSCI Analytics, discusses the key differentiators of our FRTB solution and how we help our banking clients address this regulation.