Risk Management

South African banks brace for FRTB

By Farah Khalique
BRR fallback image

When Covid-19 hit South Africa, the Prudential Authority (PA) opted to delay a number of impending financial regulations, including benchmark reform and implementation of Basel banking standards such as the Fundamental Review of the Trading Book (FRTB), to give banks some breathing space. 

FRTB – the Basel framework for calculating ...

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