Understanding What the Basel Endgame Means for Market Risk & FRTB

Panel discussionMarket Risk

2026-09-24 | 11:50 AM - 12:30 PM | Brunson Room

As Basel III Endgame shifts the industry toward more standardized and conservative frameworks, how fundamentally is this changing the way banks measure, manage, and allocate market risk?
With increased capital requirements for trading activities and stricter treatment of non-modellable risk factors, what are the implications for market liquidity, hedging costs, and the viability of certain products and business lines?
How are banks navigating the balance between standardized approaches and internal models under FRTB? What investments in data, infrastructure, and governance are required to retain model eligibility and optimize capital outcomes?
In light of FRTB-driven capital impacts, how are firms rethinking capital efficiency, trading strategies, and product design?