S&P Global Market Intelligence FRTB Solution Suite
Comply with Basel market risk requirements by supplementing existing infrastructure and processes
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Traded Market Risk solution for FRTB by S&P Market Intelligence can be rapidly deployed on AWS
IHS Markit FRTB Solution Suite can be rapidly deployed on AWS
S&P Global Market Intelligence provides a suite of solutions for the Fundamental Review of the Trading Book (FRTB), which enables banks to comply with the new Basel market risk requirements by supplementing their existing infrastructure and processes. The solutions are designed to shorten FRTB implementation programs, reduce execution risk and cost, and help firms manage the capital impact of the regulation. They can be implemented on a standalone basis to address specific aspects of the requirements or in combination with one another to provide end-to-end support for FRTB.
The FRTB solutions on AWS gives financial institutions access to the latest data science and technologies, while reducing time to market and costs. Customers can access a wide range of analytical tools, and the cloud-based design offers the advantages of anonymity, security, and mutualization.
S&P Global is an AWS Advanced Technology Partner and has achieved AWS Financial Services Competency. Competency Partners have industry expertise, solutions that align with AWS architectural best practices, and staff with AWS certifications.
IHS Markit provides a suite of solutions for the Fundamental Review of the Trading Book (FRTB), which enables banks to comply with the new Basel market risk requirements by supplementing their existing infrastructure and processes. The solutions are designed to shorten FRTB implementation programs, reduce execution risk and cost, and help firms manage the capital impact of the regulation. They can be implemented on a standalone basis to address specific aspects of the requirements or in combination with one another to provide end-to-end support for FRTB.
The FRTB Solution Suite on AWS gives financial institutions access to the latest data science and technologies, while reducing time to market and costs. Customers can access a wide range of analytical tools, and the cloud-based design offers the advantages of anonymity, security, and mutualization.
IHS Markit is an AWS Advanced Technology Partner and has achieved AWS Financial Services Competency. Competency Partners have industry expertise, solutions that align with AWS architectural best practices, and staff with AWS certifications.
Solution highlights
At S&P Global Market Intelligence, we've been part of the industry discussions for many years and this proposed rulemaking finds us well prepared to help our clients fulfil the new regulations.
Our Fundamental Review of the Trading Book (FRTB) risk solutions offer scalable and manageable approaches for all the different aspects of the new rules, and we can help firms understand if the standardized approaches or the expanded risk-based approaches are more suitable them.
FRTB Modellability: With our turnkey solution, we are helping organizations determine whether risk factors fall under the modellable umbrella, or whether they need to be treated as non-modellable risk factors (NMRFs) that would incur higher capital charges. The FRTB modellability service leverages 100+ million RPOs across all asset classes (IR, FX, FI, CR, EQ, CO) that curates, normalizes and enriches real price observations (RPO) with reference data to make them easy to use.
FRTB Scenario & Proxying Service: Helping proxy NMRFs using S&P Global's extensive historical pricing market data and configuring proxy rules to generate scenarios to feed into the IMA calculation
FRTB SA Solution: Lightweight, intraday aggregation and analytics tool that provides immediate access to all components of the SA capital charge: Sensitivity Based Method (SBM), Residual Risk Add-on (RRAO) and Default Risk Charge (DRC).
FRTB IMA Solution: Calculate market risk RWA using the power of our Traded Market Risk system, capable of calculating out of the box all the capital calculations and needs for IMA compliance: Expected Shortfall, P&L attribution (PLA), backtesting, what-if capabilities, allocation, etc.
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