Key facts for Fundamental Review of the Trading Book (FRTB)
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
Fields and values added to DataScope Select (DSS) and DataScope Plus (DSP) in 2021 from 2021
Coverage count:
Asset Classes - 10,000,000+ Securities
Asset Class
Bond & STIR Futures & Options, Bond Repos, Open-End Funds, Closed-End Funds, Reverse Convertibles, Mortgage-Backed Securities, Depository Receipts, Synthetic Instruments (AssetClass), Exchange-Traded Funds (AssetClass) (1), Funds, Preference Shares, Mini Futures (AssetClass), Money Market Funds (AssetClass), Units, Closed-End Fund Rights, Futures, Fixed Income, Fund Derivatives, Commodity Forwards, Real Estate, Forward Rate Agreements / Fixings / Spreads (AssetClass), Other Equities (AssetClass), Contracts for Difference, Real Estate Derivatives, Spreads, Swaps, Depositary Shares, Company Warrants, Commodities, Single Period Swaps / Fixings (AssetClass), Interest Rate Derivatives, Investment Certificates, Commodity Derivatives, Commodity Strips, Pension Funds, Commodity Spots, Bonds, Equity Derivatives, Hedge Funds (AssetClass) (1), Warrants, FX & Money, Rights, Unit Investment Trusts (AssetClass), Extended Settlement Contracts, Commodity Fair Values, Default Swaps, Credit Derivatives, Exchange-Traded Managed Funds (AssetClass), Separate Accounts, Forex, Caps / Floors, Ordinary Shares, Insurance Funds, Asset-Linked Securities, Equities, Loans, Swaptions, Company Options, Participation Shares, Securitised Products, Derivatives, Options, Money Market, Exchange-Traded Vehicles, Bond Spreads
Delivery metadata
Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Website
Data formats:
CSV, GZIP, JSON, Delimited, Text, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Continuous
Overview of Fundamental Review of the Trading Book (FRTB)
CONSISTENT MARKET RISK TREATMENT
Strengthen Capital and Risk Reporting
- Apply market risk rules consistently across instruments
- Improve transparency in capital calculations and reporting
- Support risk, compliance and model governance workflows
MAPPED TO FRTB PARAMETERS
Built for Market Risk Frameworks
- Links exposures to regulatory buckets and risk weights
- Supports capital, disclosure and reporting processes
- Aligns internal positions with regulatory requirements
FRTB RISK CLASSIFICATION DATA
Regulatory Data for Trading Book Risk
- Regulatory reference data covering 10M+ securities for FRTB analysis
- Includes risk buckets, weights and classification attributes
- Supports standardised and internal model approaches
Description of the dataset
- LSEG brings together regulatory reference data designed to support Fundamental Review of the Trading Book compliance. We help market risk, capital and reporting teams align trading book positions with FRTB standards across entities and jurisdictions.
- Our FRTB content captures risk factor classifications, regulatory buckets and parameters used in standardized and internal model approaches. We provide structured attributes that help customers apply consistent market risk capital treatment to instruments and positions.
- We map trading book exposures to jurisdictional rules, implementation timelines and reporting attributes required for FRTB programmes. LSEG supports transparent linkage between internal position data and externally defined regulatory requirements.
- Our regulatory data framework enables repeatable capital calculation, disclosure and governance workflows. We help customers strengthen consistency between front-office risk, model validation and regulatory reporting processes.
Accessing the dataset
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