What is FRTB?
The Fundamental Review of the Trading Book (FRTB) is one of the most significant regulations that financial institutions currently have to plan for. FRTB regulation is a framework for the next generation of market risk regulatory capital rules.
Even though the deadline for compliance isn’t until January 2020, it’s important banks begin FRTB implementation in a controlled journey and transformation.
How to achieve FRTB compliance with phased transformation
FusionCapital FRTB provides you with the standardised approach (SA) off-the shelf as a baseline with pre-packaged reporting including rich sensitivities and full data control by desk and on an aggregated level.
For the internal model approach (IMA), FusionCapital FRTB offers shared service applications designed to incorporate the major leap in calculation volume and complexity, intraday calculation speed and front-to-risk coherence – all ready to cater for wider transformative activities in the future.
With FusionCapital FRTB, you can ensure your operations and infrastructure can deliver full compliance by 2020.
The Fundamental Review of the Trading Book, also known as the new market risk capital charge, is one of the most significant regulations that financial institutions currently have to plan for. And...
Having worked with Misys before, we also knew that we could rely on their capabilities and professionalism
Head of Capital Markets, Banca Carige
Regulatory demands are always evolving and FusionCapital helps us to keep pace
José Eduardo Ontiveros Morales
VP Derivatives Sales & Trading, Grupo Financiero Interacciones