Successful implementation of FRTB SBA rules merits effective trade data sourcing, mapping, and enrichment for creating Golden data source to comply with FRTB-SBA regulation..Read More
As markets realign and customer behaviour shifts post-pandemic, banks need to relook at their pricing practices to stay competitive and ensure risks are getting accurately priced. Let's take a look at how a strong FTP framework can help banks.... Read More
The implementation of Market Risk FRTB - Sensitivities-based approach (SBA) face multiple challenges in terms of Factor sensitivities’ data sourcing, standardization of “trade data and market data” & Technological Infrastructure for calculation and aggregation of Capital charge at Trading Desk Level. Read More
In this paper, we outline a market-driven integrated approach for building market risk data definition, risk data model, and risk infrastructure for complying with various regulations like the fundamental review of trading Book,. Read More
The recent guidance issued by Basel Committee on Operational Resilience aims to strengthen the ability of banks to withstand operational risk-related events which could cause significant operational failures or.... Read More