IHS Markit, Oliver Wyman Developing Methodology for FRTB Modelability

The methodology will be developed on Markit's FRTB suite of solutions.

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Both companies are working on a methodology within Markit's Risk Factor Utility to determine risk factor modelability to figure out which areas of the industry have enough information to base a risk model on. Oliver Wyman will use data from Markit's FRTB Data Service, which combines trade data from partner banks.

The out-of-the-box service is expected to reduce reliance on time-consuming and costly development by banks. Yaacov Mutnikas, executive vice president of financial technologies at IHS

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