Calculating risk sensitivities—the main point of FRTB—took on new importance as the markets dropped amid the Covid-19 global pandemic.
Regulators around the world collect massive amounts of data, but Jo wonders if there’s any point to these efforts if they can’t use it?
The Canadian bank has significantly improved the time it takes to run XVA calculations, and has big plans to further expand its XVA cloud GPU program.
Armanta will be deployed within IBM’s Watson Financial Services’ financial risk unit, which grew out of the tech giant’s acquisition of Algorithmics.
Expanding the service brings more efficiency to the system, both firms say.
Sponsored feature: SmartStream
The bank will use Wolters Kluwer's solutions suite to perform calculations and reporting functions, in line with upcoming regulations.
Premium service provides liquidity coverage ratio information
Wearable sensory technology, and a self-critical approach to methods of managing data are just two elements out there that can keep data operations sharp. Michael examines how these can enhance intuitions about financial data.
Both countries largely successful in implementing standards
Responsibility for compliance with capital adequacy rules dances a polka between the regulators and the regulated
Basel III Progress Report: Some Jurisdictions' Banks Struggling to Adjust IT Systems to Meet Requirements
The Basel Committee on Banking Supervision also found "significant gaps" in data accuracy and adaptability.
Under the Fundamental Review of the Trading Book, having quality data can mean a world of difference in capital charges. Joanna Wright reports
Bank to use service for reporting, accounting and risk management
CBOE and Eris will develop product solutions aimed at Basell III and other swaps regulations.
Update to AgileReporter solution covers Basel Committee on Banking Supervision’s regulatory requirements.
Product harnesses machine learning for market insights
Capital adequacy calculations can be run in parallel
Michael looks at new stress testing demands stemming from everything from Basel III to BCBS 239 to CCAR.
The prospect of a 'Basel IV' has many wondering about several issues still outstanding with Basel III
MiFID II, Basel III, EMIR and more are pushing firms to seek overlap in meeting compliance demands, finding common ground in data
India bank official elected to role at Basel-based organization supervising capital adequacy compliance
Investment banks on both sides of the Atlantic require a strategic approach to technology adoption to address regulatory change.
Oman-based bank implements OneSumX solution to better support risk data management