FRTB forces banks to rethink entire data management infrastructure

Data mapping and getting historical time series data are among the challenges banks face in conducting calculations necessary for FRTB. But they have help.

Right now, risk managers across the world are crunching an endless stream of numbers—and perhaps at the same time popping an endless stream of aspirins—as they scramble to prepare for the implementation of the long-awaited Fundamental Review of the Trading Book.

FRTB was first introduced by the Basel Committee on Banking Supervision (BCBS) in the aftermath of the 2008 global financial crisis. It was an avenue for regulators to rethink how capital charges for market risk are calculated to ensure

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Waters Wrap: T+1 and too many proposals

Anthony believes that there’s a growing chasm emerging between regulators, senior business execs, and technologists—which is especially evident when it comes to the T+1 debate.

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