Meeting Asia’s Market and Counterparty Risk Challenge

Speakers at OTC Derivatives Summit 2016 tackle the complexities of global regulatory requirements.

International and regional banks conducting OTC derivatives business in Asia face new challenges in market risk measurement as well as additional capital commitments under global regulations such as FRTB (Fundamental Review of the Trading Book).

BCBS (the Basel Committee on Banking Supervision) issued a report late last year which said FRTB implementation could prompt an increase of 4.7 percent in banks’ capital requirements. Meanwhile, banks also face challenging requirements for measuring counterparty credit risk with the advent of stricter qualification requirements for the use of internal models and eventual move to SACCR (the Standardised Approach to Counterparty Credit Risk). Read more

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