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The Fundamental Review of the Trading Book (FRTB) will change market risk management in January 2023. Does your in-house team have the expertise to implement FRTB regulations?. Learn how IHS Markit’s Traded Market Risk FRTB Solutions can help you.
The Fundamental Review of the Trading Book (FRTB) will change market risk management in January 2023
Does your in-house team have the expertise to implement FRTB regulations?
FRTB requires banks to revisit their market risk exposure.
Our Traded Market Risk FRTB solutions allow you to: Manage exposure and resulting market risk capital requirements more effectively
For both Internal Model Approach (IMA) and Standard Approach (SA)
Use our multi-asset risk engine fueled by our best-in-class data to run calculations at scale Includes new risk factor liquidity test for eligibility under more demanding Internal Model Approach (IMA) capital requirements
For Standard Approach - Fast track your regulatory compliance with our FRTB-SA service:
Provide your trading book portfolio and we’ll do the rest
Reduce the total cost of ownership of your FRTB infrastructure and shorten time to delivery while maintaining complete control and auditability
The software is available on the cloud, deployed or as-a-service.
