Coronavirus Crisis Highlights Need for More Informed Risk Calculations

Calculating risk sensitivities—the main point of FRTB—took on new importance as the markets dropped amid the Covid-19 global pandemic.

wake up cal

The novel coronavirus has wreaked havoc on the market as firms execute their business continuity plans. More than a decade after the financial crisis, the escalating global pandemic is testing the industry’s ability to withstand sudden, violent jolts. One upcoming regulation—the Fundamental Review of the Trading Book (FRTB)—could serve as a navigation system for such stormy seas.

Introduced in 2016 and slated to go live at the start of 2022, FRTB will require banks to calculate the

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FCA declines to directly regulate market data prices

A year-long investigation by the UK regulator to determine whether competition is hindered in the wholesale data markets has concluded with its decision not to directly regulate much-maligned data pricing and licensing structures.

How GenAI could improve T+1 settlement

As well as reducing settlement failures, researchers believe generative AI can provide investment managers with improved research, prioritization, and allocation resources.

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