2020/05/04

The European Banking Authority (EBA) published its final implementing technical standards (ITS) on specific reporting requirements for market risk, which introduce the first elements of the Fundamental Review of the Trading Book (FRTB) into the EU prudential framework and are expected to apply from September 2021 (given the recent announcements with respect to COVID-19 measures) as part of Reporting Framework 3.1. The specific reporting requirements for market risk include a thresholds template, on the size of institutions’ trading books and the volume of their business subject to market risk, and a summary template, on own funds requirements under the alternative standardised approach for market risk.

Request a demo Toggle

Request a demo

We use reCaptcha to secure our forms. This requires JavaScript enabled.

Complete all fields marked with an asterisk