The FRTB has much tougher criteria a firm must meet for it to gain internal model approval to use its models to compute its market risk capital requirement.  One very significant component of the new rules are tests on the firm’s official market risk figures.  The tests use the risk figures to compute a “Theoretical P&L” at a trading desk level which then gets tested for accuracy using two statistical measures.  Daily data is tested monthly and if the firm fails either of the tests in four months out of the previous twelve months the desk in question has to use the standardised approach which could at the very least double its capital requirement.  A more detailed explanation of the tests may be found here.