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
Banks came into the COVID-19 pandemic much stronger than they went into the Global Financial Crisis (GFC). Given the regulatory push post GFC.... 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
The outbreak of Covid-19 pandemic has brought the global economy to a standstill. With most of the countries in lockdown and macro indicators in the red, the financial world is witnessing an... Read More
In our previous blog we discussed the meaning of AI and ML and history of AI. Let's dive deeper and understand how these algorithms can lead to business benefits. Machine Learning algorithms can be divided into three broad categories. Read More