Presentation on new minimum standard for market risk capital, known as Fundamental Review of the Trading Book "FRTB", issued by the Basel Committee January 2016. Given by Dr. Morten Weis, independent risk management expert, at a workshop arranged by KPMG Denmark 9 June 2016 in Copenhagen, Denmark. Focus is on general introduction to the new capital standard, with emphasis on the standard method as it is used by most banks in Denmark. Advice is shared on why to start FRTB preparations now, despite rules expected in force first from 2019.
The presentation is in pdf format, but might not display correctly unless downloaded.