banking-book

Learning objectives: Describe the changes to the Basel framework for calculating market risk capital under the Fundamental Review of the Trading Book (FRTB) and the motivations for these changes. Compare the various liquidity horizons proposed by the FRTB for different asset classes and explain...

Learning outcomes: Describe investment banking financing arrangements including private placement, public offering, best efforts, firm commitment, and Dutch auction approaches. Describe the potential conflicts of interest among commercial banking, securities services, and investment banking...

Learning objectives: Explain how deposit insurance gives rise to a moral hazard problem. Describe investment banking financing arrangements including private placement, public offering, best efforts, firm commitment, and Dutch auction approaches. Describe the potential conflicts of interest...

Hello, What are the advantages or disadvantages, from a capital requirement perpsective, of being treated as part of the trading book or part of the banking book? In other words, why would we want a position to be treated as one as opposed to the other? Can we hold less capital against...