FRTB Market Risk Capital Explained: What It Is and Why You Should Care

The Fundamental Review of the Trading Book (FRTB) Explained
Agenda:
0:00 - Overview
1:54 - Evolution of Basel Market Risk Guidelines
14:45 - FRTB Standardized Approach - High Level Overview
33:38 - FRTB IMM Approach - High Level Overview
39:01 - The capital impact of FRTB and Implementation Status
42:15 - FRTB Implementation Challenges
45:29 - Reference Documents & Contact
Speaker: / rellasriram
#frtb #marketrisk #creditrisk #imaapproach #ima #risk #governance #bcbs

[@nikhilgarg8200]

Very well explained. I saw your multiple videos on Basel. All are just amazing and explained in a straightforward manner. I'd like you to keep on updating videos as and when new guidelines arrive. And definitely, you deserve more followers

[@faalgunmehta8674]

Very nicely explained 😄 Can we please create the same video with the updated 2023 revision?

[@skumar2u]

nice information

[@prashantnegandhi1091]

Very well explained, very insightful video. Possible to share the excel sheet of Delta/Vega and Curvature example you have explained?