IHS Markit FRTB Solution Suite

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

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Technical solution validated by AWS

IHS Markit FRTB Solution Suite can be rapidly deployed on AWS

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 APN AdvancedTechnology 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

IHS Markit delivers an end-to-end FRTB suite of solutions from modellability to NMRF proxies and FRTB-ready scenarios to capital

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

Paul Jones: "Uncertainty remains on how the U.S. will adopt FRTB"
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