Turning the FRTB IMA into a competitive advantage

Following the clarification of the FRTB rules in January 2019, financial institutions are now working towards a 2022 implementation deadline and finalising how their trading books will operate under this demanding regulation.

Ahead of the FRTB go-live date, banks must balance their capital between the standardised approach (SA) and the internal models approach (IMA). The infrastructure requirements for the IMA in terms of systems, data and processes are complex and costly – if a firm’s current market risk framework is not up for the challenge, it risks being left behind. 

This webinar explores the viability and commercial potential of the IMA and analyses new profit-making opportunities that may arise.



Key topics:

• Why and how leading firms are moving forward with the SA
• Clarity around the profit-and-loss attribution test and the red/amber/green zone relaxation
• How to manage the cost of the IMA and set up future profit-making opportunities
• Identifying winning strategies introduced by the IMA.

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