Fundamental Review of Trading Book and Banking Book (FRTB)

Fundamental Review of Trading Book and Banking Book (FRTB)

• Attainment Descriptors
  • Review the main changes associated with the introduction of the FRTB
  • Map the new boundary between the banking book and the trading book
  • Evaluate the treatment of counterparty credit risk within FRTB
  • Discuss the accounting treatment for Banking Book and Trading Book