All material subject to strictly enforced copyright laws. © 2022 IFLR is part of the Euromoney Institutional Investor PLC group.

Banks must automate NMRF capitalisation under FRTB


Sources at ICE and DTCC suggest it is imperative to prepare for the non-modellable risk factor aspects of the pending rule before it is implemented in 2022

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.

By continuing to use & browse the site you agree to our Privacy Policy.
I agree