frtb diagram - SERP Analysis

https://www.bis.org/publ/bcbs265.pdf

https://www.clarusft.com/frtb-simplified-standardised-approach/

https://www.sifma.org/resources/news/blog/the-fundamental-review-of-the-trading-book-frtb-an-introductory-guide/

https://www.bis.org/bcbs/publ/d457.pdf

https://en.wikipedia.org/wiki/Fundamental_Review_of_the_Trading_Book

https://www.icmagroup.org/assets/documents/Regulatory/Secondary-markets/ICMA_FRTB_briefing-note_jan2018-230118.pdf

https://data.bloomberglp.com/professional/sites/10/FRTB-Standardized-Approach-Brochure.pdf

https://bpi.com/why-is-the-frtb-expected-shortfall-calculation-designed-as-it-is/

https://www.isda.org/a/Y78gE/Fundamental-Review-of-the-Trading-Book-Internal-Models-Approach-Adoption.pdf

https://assets.kpmg.com/content/dam/kpmg/xx/pdf/2018/10/frtb-white-paper.pdf

https://www.oracle.com/a/ocom/docs/industries/financial-services/frtb-imperatives-implementation-wp.pdf

https://www.ubs.com/global/en/investment-bank/regulatory-directory/frtb.html

http://www.thegoldensource.com/wp-content/uploads/2018/04/Data_Considerations_for_FRTB_Success_Whitepaper.pdf

https://www.linkedin.com/pulse/frtb-internal-models-approach-ima-part-1-overview-desk-kumar

https://www.sifma.org/resources/news/explaining-the-overlap-between-the-frtb-and-the-global-market-shock/

https://new-linkconsulting.com/frtb-the-fundamental-review-of-the-trading-book/

https://probability.nl/publications/frtb-an-overview-of-key-components/

https://www.finalyse.com/blog/var-an-introductory-guide-in-the-context-of-frtb

https://www.mathworks.com/help/fininst/standardized-approach-for-fundamental-review-of-trading-book.html

https://www.risk.net/definition/fundamental-review-of-the-trading-book-frtb

https://www.eba.europa.eu/sites/default/files/2024-01/3b524236-7899-4b45-9561-4f565d9f5872/Final%20Report%20on%20amending%20ITS%20on%20reporting%20requirements%20for%20market%20risk%20%28FRTB%20reporting%29.pdf

https://cdn.ihs.com/www/pdf/Thought-Leadership-FRTB-articles.pdf

https://www.clarusft.com/frtb-internal-models-or-standardised-approach/

https://www.lseg.com/content/dam/data-analytics/en_us/documents/expert-talks/frtb-fact-sheet.pdf

https://www.pwc.com/gx/en/advisory-services/basel-iv/regulatory-toolbox.pdf

https://atlan.com/what-is-frtb-compliance/

https://jfin-swufe.springeropen.com/articles/10.1186/s40854-021-00252-2

https://kpmg.com/de/en/home/insights/overview/basel-iv/basel-iv-fundamental-review-of-the-trading-book-frtb.html

https://www.isda.org/a/HTiDE/frtb-position-paper.pdf

https://www.gfma.org/global-market-policies/capital-markets-efficiency-and-resiliency/frtb/

https://www.icmagroup.org/market-practice-and-regulatory-policy/secondary-markets/secondary-markets-regulation/fundamental-review-of-the-trading-book-frtb/

https://docs.activeviam.com/products/solutions/frtb/2.1/documentation-main/Content/getting-started.htm

https://www.thegoldensource.com/understanding-regulatory-capital-in-the-frtb-document/

https://www.eba.europa.eu/activities/single-rulebook/regulatory-activities/market-counterparty-and-cva-risk/technical-standards-ima-under-frtb

https://neo4j.com/blog/financial-services/effective-internal-risk-models-frtb-risk-model-approval/

https://www.ssctech.com/insights/frtb-resource-center

https://www.sia-partners.com/en/insights/publications/frtb-and-next-generation-risk-framework-data

https://www.spglobal.com/marketintelligence/en/mi/research-analysis/final-frtb-text-is-light-finally-green-for-modellability.html

https://bpi.com/how-can-the-new-market-risk-capital-requirements-be-fixed/

http://www.scielo.org.pe/scielo.php?script=sci_arttext&pid=S2077-18862023000100092

https://www.lseg.com/en/data-analytics/fundamental-review-of-the-trading-book

https://www.linkedin.com/posts/brownecharlie_frtb-standardised-vs-internal-models-approach-activity-7182057400533729280-80sA

https://neo4j.com/blog/financial-services/internal-risk-models-frtb-compliance-risk-management-neo4j-infographic/

http://www.ness.com/frtb-explained

https://www.bundesbank.de/en/tasks/banking-supervision/individual-aspects/own-funds-requirements/market-risk-positions/market-risk-622884

https://www.spglobal.com/marketintelligence/en/mi/research-analysis/26072016-In-My-Opinion-FRTB-accentuates-the-need-for-good-clean-data.html

https://www.youtube.com/watch?v=e-M-jcJZeSY

https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/letter/2022/june/frtb-implementation.pdf

https://www.capco.com/-/media/CapcoMedia/Subfolder-Unsorted/Capco-2/PDFs/FRTB-in-2023.ashx

https://www.bloomberg.com/professional/solutions/regulation/frtb/

https://www.aaa-riskfinance.nl/app/uploads/2018/10/20181122-FRTB-Triple-A-presentatie-Basel4.pdf

https://probabilityandpartners.co.uk/publications/frtb-an-overview-of-key-components/

https://www.pwc.com/gx/en/advisory-services/basel-iv/basel-iv-revised-standardised-.pdf

https://www.managementsolutions.com/sites/default/files/publicaciones/eng/201901-FRTB-final-rule.pdf

https://www.wolterskluwer.com/en/expert-insights/basel-iii-minimum-capital-requirements-for-market-risk-frtb-a-practical-example-for-implementing-the-standardized-approach-part-i

https://core.ac.uk/download/534863938.pdf

https://www.d-fine.com/fileadmin/user_upload/d-fine_Impact_of_the_FRTB_on_the_internal_risk_management.pdf

https://www.sas.com/content/dam/SAS/en_us/doc/partners/accenture-sas-end-to-end-solution-frtb-compliance-108641.pdf

https://www.risk.net/timeline/frtb-a-timeline

https://www.researchgate.net/figure/ega-risk-capital-requirement-CAD-Basel-FRTB-SA-SbM_fig2_370324343

https://aws.amazon.com/blogs/industries/how-to-improve-frtbs-internal-model-approach-implementation-using-apache-spark-and-amazon-emr/

https://www.slideshare.net/slideshow/frtb-capital-charge/130888627

https://www.federalreserve.gov/SECRS/2024/April/20240401/R-1813/R-1813_011624_156900_343476632430_1.pdf

https://data.bloomberglp.com/professional/sites/10/FRTB-Market-Data-sell-sheet.pdf

https://www.crisil.com/content/dam/crisil/our-analysis/reports/global-research-and-risk-solutions/2023/10/frtb-implementation-status-across-apac/frtb-implementation-status-across-apac.pdf

https://lup.lub.lu.se/student-papers/record/8912462/file/8912476.pdf

https://solace.com/blog/frtb-regulation-architecture/

https://www.deloitte.com/middle-east/en/services/risk-advisory/services/fundamental-review-trading-book.html

https://www.finastra.com/sites/default/files/documents/2018/03/brochure-treasury-capital-markets.pdf

https://www.waterstechnology.com/topics/fundamental-review-of-the-trading-book-frtb

https://www.bankofengland.co.uk/prudential-regulation/publication/2022/november/implementation-of-the-basel-3-1-standards/market-risk

https://probability.nl/wp-content/uploads/2021/04/Fundamental-Review-of-the-Trading-Book-An-Overview-of-Key-Components.pdf

https://quantfoundry.com/frtb-complexity-are-you-ready/

https://dornsife.usc.edu/mathematical-finance/wp-content/uploads/sites/99/2023/04/HaoXing_SLIDES.pdf

https://research.cbs.dk/files/62187342/879918_The_impact_of_FRTB_s_market_risk_framework_on_the_Danish_Covered_Bond_Market_Liquidity.pdf

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3934013

https://pmc.ncbi.nlm.nih.gov/articles/PMC8116640/

https://www.infosys.com/industries/financial-services/insights/documents/regulatory-changes-impact-recommendations.pdf

https://www.bankinghub.eu/finance-risk/frtb-risk-framework-regulators-institutions

http://stevens-drc.com/?page_id=904

https://d1.awsstatic.com/Solution%20Space%20(CRS)/TickSmith_FRTB_White_Paper_Final.pdf

https://www.researchgate.net/figure/Delta-risk-capital-requirement-CAD-Basel-FRTB-SA-SbM_fig1_370324343

https://www.emerald.com/insight/content/doi/10.1108/jefas-12-2021-0268/full/html

https://risktransform.com/FRTB_deck_v2.2.pdf

https://www.mathworks.com/help/fininst/frtbsa.html

https://infogram.com/frtb-chart-for-big-figure-1g43mn6n7673pzy?lang=pt

https://www.finriskalert.it/frtb-deep-dive-inside-italian-banking-industry-how-banks-are-preparing-to-the-new-regulation-a-cura-di-deloitte/

https://www.slideshare.net/slideshow/frtb-54496291/54496291

https://www.d-fine.com/fileadmin/user_upload/pdf/insights/whitepapers/d-fine_FRTB_2_The-New-Market-Risk-Framework.pdf

https://www.bloomberg.com/professional/insights/regulation/fundamental-review-of-the-trading-book-frtb-where-do-we-stand/

https://www.forrs.de/backend/uploads/Model_Implementation_7e96826627.pdf

https://docs.activeviam.com/products/solutions/frtb/3.1/online-help/documentation-measures/dev/dev-ref-impl/dev-etl/etl-sa/sa-etl-for-drc.html

https://www.collibra.com/us/en/blog/speed-innovation-and-frtb-compliance-in-asset-management-with-data-intelligence-cloud

https://www.mathworks.com/videos/delivering-the-frtb-internal-model-main-benefits-and-challenges-1668426355628.html

https://investor.bankofamerica.com/regulatory-and-other-filings/basel-pillar-3-disclosures

https://www.youtube.com/watch?v=_dl8WW-L5Yo&pp=ygUII21ybXVrdG8%3D

https://www.lexisnexis.co.uk/legal/news/isda-afme-respond-to-eba-s-consultation-on-frtb-reporting-requirements

https://www.forrs.de/backend/uploads/FRTB_Sovereign_Bonds_Risk_Type_Series_factsheet_c9baf5dbed.pdf

https://www.centralbanking.com/author/samuel-wilkes

https://arxiv.org/pdf/1801.07358