Markit's FRTB Studio, part of its FRTB suite of solutions, was part of a proof of concept with an unknown European bank to test out aggregation and capital analytics in a real-time environment.
FRTB Studio uses big data technology and integrates into existing risk management infrastructure already in place at banks. It assesses the impact business decisions around P&L attribution, desk restructuring, and modelability have on capital.
Andrew Aziz, global head of Markit analytics, says one of th
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails