No results.

This is a collection of videos from The OTC Space, a website dedicated to the capital markets and in particular OTC derivatives. For more articles, news and our magazine Rocket, please visit

TMX Video on Optimising Capital Under FRTB

David Chen from TMX explains how the way FRTB affects your trading desks can cause capital increase or decrease depending on how you take advantage of the structure of the calculations. Two examples are explained of moving a Swaption or Equity position between desk structures and capital models with a drill down on the expected or unexpected changes of doing so.