Financial & Market Risk

Capital, credit, and market risk — post-implementation

FRTB, IFRS 9, Basel 3.1's output floor, and model risk management under SR 11-7 and SS1/23.

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Market Risk

FRTB implementation lessons and the internal-model vs. standardized-approach trade-off.

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Credit Risk

IFRS 9 expected credit loss under macro stress, and counterparty risk under SA-CCR.

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Model Risk

Governance for the models that now sit underneath every capital and provisioning number.

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FRTB Implementation: Lessons from Early Adopters

In the ever-evolving landscape of financial risk management, the FRTB (Finalized Basel 3.1) is a significant development aimed at strengthening banks' capital requirements for mark…