We are about half way through the FRTB implementation deadline, with January 2019 looming in the not-so-distant future. The rules are creating many challenges for banks and the efforts to get themselves ready continually prove to be both frustrating and costly.
In this second annual FRTB special report, Risk.net reporters and senior executives across the financial services and fintech industries expand on some of banks’ top concerns. These include, among others, the P&L attribution test, model backtesting under the revised market risk framework, and the issue surrounding the risk model trade-offs incited by the P&L attribution test and risk factor modellability criteria.
Amid the report highlights, Numerix’s Andy McClelland, Director of Quantitative Research, is featured as a Q&A panelist and shares his expert views on the transformational impact of FRTB.
This report includes the following articles:
Complete the form below to download this complimentary Report.
Risk ASEAN 2020
Asia Risk Congress 2022
White paper | Technology and Human Disruptors Impacting the Capital Markets
Article | A Few Insights into Crypto Risk
Institutional-Grade Crypto Analytics and Real-Time Risk Management
White paper | The State of XVA Usage in Latin America – A 2022 Update
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for...
Checklist | Where are you in your SEC Rule 18f-4 implementation?
NxCore for Partners - Comprehensive Capital Markets System Development Platform
NxCore Cloud - Accelerate your Capital Markets System Development
Article | Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for...
White paper | The XVA Challenges Energy Traders Face in a Complicated and Volatile Market