South African banks brace for FRTB
By Farah KhaliqueAugust 26, 2021
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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