Estimation of potential benefits of the implementation of the fundamental review of the trading book and leverage ratio

Report English OPEN
ALESSI LUCIA; CANNAS GIUSEPPINA; DI GIROLAMO FRANCESCA; OSSOLA ELISA; PAPANAGIOTOU EVANGELIA; PETRACCO GIUDICI Marco; ROSSI EDUARDO;
(2016)

The Fundamental Review of the Trading Book (FRTB) introduces changes in capital requirements as a consequence of changes in the calculation of risk weighted assets (RWAs), as agreed in the Basel Committee on Banking Supervision. This report performs an ex-ante assessmen... View more
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