Expert panel on trading
On this expert panel, supervisors report on current trends and discussions, including developments in similar working groups at the European and international levels, in which they deem banking industry involvement to be necessary. Experts from credit institutions and associations keep supervisors abreast of significant market trends and their implications for the institutions' risk management and risk control functions. In addition, industry representatives support supervisors in addressing questions concerning the application of regulatory requirements.
The expert panel mainly addresses the following industry-wide topics.
- Minimum capital requirements for market risk (for internal models and standardised approaches), also in terms of the "fundamental review of the trading book" (FRTB)
- Minimum capital requirements for counterparty credit risk and credit valuation adjustment (CVA) risk
- Trading and banking book perimeters
- Prudent valuation of fair value exposures
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in German only