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
Waters Wavelength Podcast Episode 75: An Update on the Julia Programming Language; AI & Alternative Data; Digital Currencies
Julia Computing's Viral Shah talks about the programming language he helped create and what's ahead for it. Then James and Anthony talk about the pairing of AI & alternative data, digital currencies, and Game of Thrones.Subscribe to Weekly Wrap emails