FRTB under Basel IV Series - Article 1 - A confused and staggered Global Timeline
FRTB (Fundamental Review of the Trading Book) under Basel IV* - New required Market Risk cap
Blog
Basel 3.1/Basel IV/CRR III & CRD VI/B3E is coming – and most banks anticipate a material capital increase impa
Yet few have a clear view of their delta.
If you had to call it today, what’s your delta… and how certain are you that it is right?
We are hearing the same questions on repeat across the market:
- What will our Basel 3.1/Basel IV/ CRR III & CRD VI//B3E capital delta actually be?
- Can we trust the estimated numbers we’ve got today?
- Has ExCo and the Board fully grasped the potential increase?
- How early can we run in parallel to plan, not react?
Right now, many banks are flying blind. They expect pain but can’t quantify it – yet.
That’s why we’ve built an off-the-shelf Basel 3.1/Basel IV/ CRR III & CRD VI/B3E model, designed by seasoned risk professionals and used globally.
This allows the results of the 2 capital regimes to be compared to assess the capital delta.
- Fast to deploy – can run in days, not months.
- Transparent, open logic – fully defensible with regulators.
- Cost-effective – a fraction of a new build, without the heavy consulting overhead.
- Practical support available – from parallel-run setup to a full ICAAP cycle if you need it.
It’s a low-friction way to size your delta now and give leadership real numbers to work with, long before the new capital requirements becomes a scramble.
Why not parallel run now and give yourself time to prepare?
Are banks genuinely not running capital parallel models because of data gaps and competing priorities… or is the industry quietly betting on more delays and global misalignment to avoid facing their real capital delta?
FRTB under Basel IV - Article 2 - A Regulatory Backdrop - How did we get here?
FRTB (Fundamental Review of the Trading Book) under Basel IV* - New required Market Risk capital cal
Mark Dougherty - MD
December 21, 2022
FRTB under Basel IV Series - Article 3 - What are the Goals of FRTB?
What are the Goals of FRTB? This is the third in a series of postings by RiskTAE on FRTB un
Mark Dougherty - MD
January 31, 2023
From Basel III to Basel IV/Basel 3.1/CRR III & CRD 6 - What has changed? - Article 6
“Basel IV” * is one of the hottest topics in global banking. Basel IV is known by many
Mark Dougherty, Co-Founder
September 11, 2024
FRTB (Fundamental Review of the Trading Book) under Basel IV* - New Boundary between Trading Book and Banking
New Boundary between Trading Book and Banking Book This is the fourth in a series of postings by R
Mark Dougherty
February 17, 2023
FRTB (Fundamental Review of the Trading Book) under Basel IV* - What Happens to VaR under FRTB?
What Happens to Value-at-Risk (VaR) under FRTB? This is the fifth in a series of postings by
Mark Dougherty
August 23, 2023
Are you ready for the next Basel Capital (ICAAP) requirements?
If you still call it “Basel IV*” … you're probably already in trouble. And if yo
Mark Dougherty
February 12, 2025
Are you ready for Market Risk-FRTB ICAAP changes under Basel 3.1/Basel IV/CRR III & CRD VI/B3E/Finalised Basel
We have a deployable Excel-based solution built to help you. The Fundamental Review of the Trading
Mark Dougherty
March 04, 2025
Can you estimate the capital impact of moving to FRTB’s Standardised Approach (SA)? Additional capital?
Our Excel model gives you the answer. Under FRTB*, the new Standardised Approach (SA) for capital c
Mark Dougherty
April 17, 2025
Why are so many banks still using ICAAP and ILAAP models that break under pressure?
We kept seeing the same thing again and again: Spreadsheets stitched together with fragile logic,
Benn Pople
April 24, 2025
It is clear that there are no transparent, ready-to-use, ICAAP, ILAAP or RRP Excel Models in the market….until
The feedback on our ready-to-use ICAAP, ILAAP and RRP Excel models has been incredible. We are grate
Benn Pople
May 12, 2025
Why does an ICAAP or ILAAP build still take months and a team of consultants?
Why has no one offered off-the-shelf models until now? We decided to end the inefficiency. No needl
Benn Pople
May 20, 2025
Are you Ready for the new CVA calculations under the new Basel 3.1/CRR III & CRD IV*?
The initial Basel III reforms in 2010 introduced a capital charge for Credit Valuation Adjustment (C
Mark Dougherty
June 05, 2025
Ready for new Op Risk RSA calculations under new Basel 3.1/Basel IV/CRR III & CRD VI*?
Under the current Basel-related regime (introduced in Basel II), to calculate the minimum capital re
Mark Dougherty
June 12, 2025
Ready for Credit Risk Capital SA/TSA calculations under new Basel 3.1/Basel IV/CRR III & CRD VI?
Under Basel 3.1/Basel IV/CRR III & CRD VI/B3E, the Basel Committee on Banking Supervision (BCBS)
Mark Dougherty
July 03, 2025
Ready for Credit Risk Capital Specialised Lending calculations under new Basel 3.1/Basel IV/CRR III & CRD VI?
Under Basel 3.1/Basel IV/CRR III & CRD VI/B3E, the Basel Committee on Banking Supervision (BCBS)
Mark Dougherty
July 17, 2025
Ready for New FRTB Market Risk under new Basel 3.1/Basel IV/CRR III & CRD VI?
Under Basel 3.1/Basel IV/CRR III & CRD VI/B3E, Basel III Finalised Reforms, etc., the Basel Comm
