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I know the basics of FRTB (Fundamental Review of the Trading Book) but I can see that most of the risk management books have maximum a chapter dedicated to FRTB and are relatively old so don't reflect the latest requirements.

What is the best up-to-date source I can use to have a clear coverage of all the aspects related to FRTB?

Ideally I would like to see some example of how the calculations are performed when portfolios include various instruments like IRS, CDS, XCCY basis swap and some options, etc.

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    $\begingroup$ Not everything you'd need to know by far, but good blog sifma.org/resources/news/… worthwhile book amazon.com/dp/1782723242 $\endgroup$
    – Dimitri Vulis
    Commented Aug 12, 2022 at 12:10
  • $\begingroup$ Is this book up to date? The release is 2018 so wondering if it contains the latest changes in regulation? $\endgroup$
    – Goo Gle
    Commented Aug 12, 2022 at 16:40
  • $\begingroup$ Any 2018 book is definitely less than fully up to date. $\endgroup$
    – Dimitri Vulis
    Commented Aug 12, 2022 at 23:45
  • $\begingroup$ Walking through this tutorial might help. $\endgroup$
    – Dimitri Vulis
    Commented Sep 1, 2023 at 14:10

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