Regulatory Capital Module for FRTBPrepare to meet the Basel standard for market risk capital charges.
Align capital charges more closely to actual risks
Banks need to prepare for the local version of the latest Basel III Fundamental Review of the Trading Book (FRTB) standard. Our efficient, configurable solution with built-in market data aims to help banks efficiently incorporate more sophisticated risk measurement techniques required for market risk capital calculations.
Simplify and enhance your calculation of capital charges by incorporating risk sensitivities and regulatory adjustments under the standardized approach.
Use our model to facilitate the calculation of expected shortfall, risk factors and capital charges tailored to specific bank positions.
Leverage our dedicated reporting solutions to address the updated scope published in the EBA’s final report amending ITS related to reporting requirements in November 2023.
Perform stress tests, scenario analyses and post-processing to validate capital charges and respond to regulatory demands with full transparency.
Enhance operational efficiency
Jurisdiction-specific
Configure capital charge calculations to align with specific jurisdictional requirements under FRTB.
Customized risk
Fine-tune risk calculations with the flexibility to use your own data to validate capital charges.
Multiple delivery options
Access our tool via RiskManager or web-based APIs, with managed services available for support and data management.
FRTB alignment
Adapts to FRTB rules in the U.S., the EU and APAC, aiming to ease alignment with region-specific requirements.
Research and resources
Want to learn more about our FRTB solution?Request a demo.
Solutions for European Banking Authority stress testing
Measure and report climate-related risks and actions as required by the EBA Pillar 3 disclosure framework.
