Analyse de rentabilité
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.