FRTB survey - banks making progress but with challenges remaining

Our survey of major banks shows they are making good progress towards the implementation of the FRTB but significant challenges remain in areas such as:

  • IT architecture - banks are making major investments in their IT architecture to support FRTB and many are implementing completely new systems
  • Modelling - modellability of risk factors continues to be an issue that many banks are struggling with
  • P&L test - banks continue to be concerned that, despite their investment in modelling and IT, they may not pass the P&L test for certain trading desks and will be forced onto the Standardised Approach

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About InteDelta

InteDelta combines a structured consulting approach with subject matter expertise to support a global client base to implement risk management best practice. Our areas of expertise cover the major risks faced by financial institutions: credit, market, liquidity and operational risk, alongside niche specialisms such as collateral management and regulatory change. Our clients have a global spread, ranging from some of the world’s largest banks and asset managers to developing market banks, hedge funds and risk software vendors.

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