Time is running out! Navigating FRTB implementation in Asia-Pacific with MSCI analytics solution

The Fundamental Review of the Trading Book (FRTB) regulations shook up risk management practices in the banking industry. Its imminent implementation in the Asia-Pacific region presented country-specific requirements and tight deadlines that could be challenging to meet. International experience pointed to the necessity of having robust technology and analytics solutions to collect, manage, analyze, and report the expansive volume of data required to comply with these complex and wide-reaching sets of rules.

Our MSCI experts provide an overview of the MSCI FRTB regulatory reporting solution and showcased how this ISDA-validated module could help banks tackle the implementation challenge. With reference to the global regulatory landscape, they highlighted how the MSCI regulatory reporting solution could help when handling different local rules that deviated from the global prudential standards. They also shared successful implementation stories in the Asia-Pacific region.

Agenda Topics:

• Overview of MSCI FRTB solution
• Standard Approach (SA)
• How MSCI FRTB SA Solution adapted to differences in jurisdiction and complied with ISDA Unit Test
• Internal Model Approach (IMA)
• Successful Client Implementation Stories