FRTB threatens dynamic FX hedging of capital ratios

Samuel Wilkes
@wilkkes
19 Apr 2018

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Comic book heroes Batman and Robin are dubbed the ‘Dynamic Duo’ due to their effectiveness in fighting crime on the streets of Gotham City. But if the pair had to ask the mayor for permission before apprehending each criminal mastermind, fans of the duo would have to find a different nickname to describe the partnership.

Treasurers may feel the same way about the Basel Committee’s Fundamental Review of the Trading Book. The market risk rules make allowances for banks to use dynamic hedging

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]