Prudential

Will Canada remain unique in its FRTB data pooling approach?

By Justin Pugsley
BRR fallback image

Canada’s six leading banks banded together with CanDeal, a Canadian electronic marketplace for bonds that they own, to pool trading data so they can include more of their exposures under the internal models approach (IMA), as part of the fundamental review of the trading book (FRTB). This allows for more ...

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