2024年11月4日– 彭博在2024年度《亚洲监管》卓越奖(Regulation Asia Awards for Excellence 2024)评选中荣膺“最佳FRTB解决方案”,该奖项旨在表彰利用先进的数据、分析和风险建模技术,支持亚太地区金融机构准确衡量和管理市场风险,遵守FRTB(交易账簿基本审查)法规的创新实践。此外,彭博的制裁数据解决方案在“政治公众人物(...
The right data for FRTB Standardized and Internal Models Approach Fundamental Review of the Trading Book (FRTB) is a banking regulation that sets minimum capital requirements for market risk. FRTB prevents capital arbitrage between the trading and banking books, introduces expected shortfall (ES) as ...
Background The recent entry into force of theBanking Package(the Capital Requirements Regulation and the Capital Requirements Directive) represents a key milestone towards the faithful implementation of the Basel standards in the EU. It reaffirms our willingness to fulfil our international commitment and...
none may be as formidable as those related to the FRTB. FRTB is a regulation rolled out by the Basel Committee on Banking Supervision, or simply the Basel Committee, in 2016. It contains a set of standards that, when taken together, dictates how banks must measure their market risk...
Explainer: What India’s record cash injections mean for banks India’s liquidity crunch comes from a perfect storm of domestic issues and international pressures Regulation FEBRUARY 13 India delays LCR rules, giving banks liquidity relief Central bank postpones new liquidity coverage ratio rules by...
The Technology Lead FRTB Business Analyst is a senior-level position responsible for liaising between the Business and technologists to understand the FRTB requirements and translate and coordinate with the Technology team into a working solution. An understanding of the FRTB regulation with experience on...
S&P Global providesindustry-leading data,software and technology platformsandmanaged servicesto tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation. ...
market riskThe changes in the Basel FRTB regulation come into effect in 2023 and will expose banking institutions to new challenges in terms of implementation, risk quantiGrajales, Carlos AlexanderMedina Hurtado, SantiagoSocial Science Electronic Publishing...
IHS Markit was recently crowned the winner of the RiskTech100® 2019 award for FRTB. Read the interview with IHS Markit's Andrew Aziz, Managing Director, Financial Risk Analytics, where he talks to Chartis about the recent win and how we're supporting banks to meet the regulation. ...
Chartis Research for the quality of our FRTB solution. This result, coupled with our leading position in Celent’s 2017 FRTB vendor chart, acknowledges the completeness of our solution and our commitment to supporting clients on the road to complying with the game-changing regulation that is FRTB...