Implementing optimum frameworks to ensure market risk is appropriately managed to achieve strategic aims
Aptivaa’s market risk professionals have helped Banks and FIs across the globe on the identification, modelling, measurement, valuation, monitoring and management of market risks. Our offerings cover all aspects of traded and non-traded market risks including FRTB compliance as per regulatory requirements.
Aptivaa support enabled the client to enhance their investment policy, achieve regulatory compliance and enhance their investment strategy... 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 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
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
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