DTCC paints vision for reduced risk capital holdings

Volumes down fotolia
By GlobalCapital
13 Sep 2017

The Depository Trust and Clearing Corporation (DTCC) plans to launch a pilot of service to reduce derivative traders' market risk capital requirements.

The firm this week published a 15 page white paper that analyses the Basel Committee's Fundamental Review of the Trading Book (FRTB) and said that FRTB will require “potentially mandating large increases in the capital that banks must maintain for market risk purposes (market risk capital).”

“New to market ...

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