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The Fundamental Review of the Trading Book (FRTB) requires banks to revisit their market risk exposure Including new eligibility tests for risk factors used in the Internal Model Approach (IMA) capital requirements. Learn how IHS Markit’s Traded Market Risk FRTB-IMA Solution can help you.
The Fundamental Review of the Trading Book (FRTB) requires banks to revisit their market risk exposure Including new eligibility tests for risk factors used in the Internal Model Approach (IMA) capital requirements.
Our Traded Market Risk FRTB IMA Solution allows you to:
Reduce the total cost of ownership of your FRTB infrastructure and shorten time to delivery
Gain visibility on the capital impact of new trades, model assumptions and changing market conditions
Manage exposure and resulting market risk capital requirements more effectively
Use our multi-asset risk engine fueled by our best-in-class market data to run calculations at scale