FRTB Solution Suite from IHS Markit

Comply with the Basel market risk requirements by supplementing your existing infrastructure and processes

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.

IHS Markit is an AWS Financial Services Competency holder.

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    Solution highlights: ­ ­

    • ­Supplement existing infrastructure
    • Shorten FRTB implementation times
    • Reduce execution risk & cost
    • Manage capital impact
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    FRTB Solution Suite from IHS Markit includes the following solutions:

    • The FRTB Modellability Service: a combination of data and analytics for assessing and managing risk factor modellability in both quantitative impact study (QIS) and production use cases. The service includes enhanced transaction datasets and a dynamic, user-friendly bucketing API, which produces cross-asset modellability reports
    • The FRTB Scenario Service: flexible, cross-asset historical pricing derivation, from time series gap filling to proxying and configurable scenario generation
    • The FRTB Capital Analytics Solution: a scalable, high-performance risk platform for both QIS and production use cases, which provides comprehensive analytics for both IMA and SA requirements across trading desks, with consistent roll-up to the enterprise level

    Key features: ­

    • Flexible, modular design with cross-asset class components
    • ­End-to-end FRTB solution from modellability to NMRF proxies and FRTB-ready scenarios to capital
    • ­Quantitative impact study and production use cases

    APN Partners with the AWS Financial Services Competency have demonstrated industry expertise, readily implemented solutions that align with AWS architectural best practices, and have staff with AWS certifications.

    Discover value from this solution by gaining access to AWS credits to support a Proof-of-Concept (POC) with this solution.

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    The FRTB Solution Suite runs on AWS giving banks access to the latest data science and technologies while reducing time to market and mutualising costs. Users can access a wide range of analytical tools. The cloud-based design offers banks the advantages of anonymity, security and mutualisation.

    Discover value from this solution by gaining access to AWS credits to support a Proof-of-Concept (POC) with this solution.

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  • Work with an APN Partner
  • Work with an APN Partner

    APN Partners with the AWS Financial Services Competency designation offer consulting services to help you quickly discover value from this solution. Follow this link to find more about these APN Partners and their consulting offers, and to request more information or support.

    Discover value from this solution by gaining access to AWS credits to support a Proof-of-Concept (POC) with this solution.

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    Discover value from this solution by gaining access to AWS credits to support a Proof-of-Concept (POC) with this solution.

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    AWS Credits
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Learn more about Financial Services Partner Solutions

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