AWS for Industries


How cloud increases flexibility of trading risk infrastructure for FRTB compliance

The Basel Regulatory Framework strives for a strict boundary between financial institutions’ trading books and banking books to prevent regulatory arbitrage. The Trade Book element of these regulations (the Fundamental Review of the Trading Book or FRTB) seeks, in exchange for more rigorous risk modeling, to strengthen trade risk management allowing institutions to optimize the […]

How to improve FRTB’s Internal Model Approach implementation using Apache Spark and Amazon EMR

The Fundamental Review of the Trading Book (FRTB) is a set of proposals by the Basel Committee on Banking Supervision for market risk capital calculation for banks. This new set of rules (often referred to as “Basel IV”) is intended to create a more resilient market and capture risk adequately for stressed market conditions. It […]