FRTB Market Risk Reporting: What the CRR3 Temporary Multiplier Means for EU Trading Book Teams
Last updated: June 2026 If your bank runs a trading book, the number that lands in your market risk own funds calculation on 1 January 2027 is no longer the number you spent two years building toward. On 4 June 2026 the European Commission adopted a delegated regulation that bolts a targeted multiplier and a…