Business case
Corporate and investment banks were preparing for the implementation of the Standardised Approach under the Fundamental Review of the Trading Book. The projects aimed to independently assess FRTB-SA methodologies, governance, documentation, controls and information systems, either to secure capital requirement calculations or to prepare for supervisory review.
The assignments covered the full FRTB-SA value chain, including risk sensitivities calculation, aggregation by risk class, data collection, reporting, documentation and governance. Specific analyses focused on regulatory interpretations, trading book / banking book boundaries, internal risk transfers, operational implementation, IT systems and alignment with supervisory expectations.
Accuracy performed independent reviews of the FRTB-SA framework, identifying regulatory gaps, operational limitations and documentation weaknesses. We formalised actionable recommendations and remediation priorities to strengthen CRR3 / Basel IV compliance, improve inspection readiness and secure the robustness of the market risk capital framework.