Fundamental review of the trading book: The MSCI Solution

Earlier this year the Basel Committee on Banking Supervision (BCBS) has completed its multi-year Fundamental Review of the Trading Book initiative and issued finalized rules on Minimum Capital requirements for Market Risk. The finalized rules present several implementation challenges that demand complex risk analytics. 

Please join us for a webinar in which Thomas Moser, Vice President, MSCI Analytics will share the results of our study on the impact of FRTB, stemming from a multi-year engagement with clients. In addition, Thomas will present MSCI’s product roadmap for complying with FRTB’s Standardized and Internal Model approaches to help you prepare for your implementation projects.