FRTB - is your bank on track?

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Transcript of FRTB - is your bank on track?

Page 1: FRTB - is your bank on track?
http://ibm.biz/assessFRTB
http://ibm.biz/assessFRTB

Getting Back on Track - World Bank

Getting Back on Track - World Bank

Discussion Paper - European Banking Authority · 4.3 FRTB – Trading book boundary 27 4.4 FRTB – Treatment of non-TB positions subject to FX or commodity risk 32 4.5 FRTB – Residual

Discussion Paper - European Banking Authority · 4.3 FRTB – Trading book boundary 27 4.4 FRTB – Treatment of non-TB positions subject to FX or commodity risk 32 4.5 FRTB – Residual

FRTB Outlook - Chappuis Halder & Co

FRTB Outlook - Chappuis Halder & Co

FRTB: game changing...2 FRTB: game changing регулирование для бизнеса Эволюция документа: 14.01.2016 Minimum Capital Requirements for Market

FRTB: game changing...2 FRTB: game changing регулирование для бизнеса Эволюция документа: 14.01.2016 Minimum Capital Requirements for Market

FRTB: Cloud-to-Cloud - Vector Risk Paper.pdf · The recently finalized new trading book regulation – FRTB – that is set to come into force January 2022 poses a number of challenges

FRTB: Cloud-to-Cloud - Vector Risk Paper.pdf · The recently finalized new trading book regulation – FRTB – that is set to come into force January 2022 poses a number of challenges

The FRTB Accelerator - activeviam.com€¦ · the FRTB use case. Customers can then choose to further extend that data model (e.g. to include specific trade attributes). Parameters

The FRTB Accelerator - activeviam.com€¦ · the FRTB use case. Customers can then choose to further extend that data model (e.g. to include specific trade attributes). Parameters

Solving the FRTB Challenge: Why You Should Consider an Aggregation Solution

Solving the FRTB Challenge: Why You Should Consider an Aggregation Solution

FRTB: Banks’ Regulatory Capital Calculations Just Got More ...

FRTB: Banks’ Regulatory Capital Calculations Just Got More ...

ADAPTIV FRTB RISK AGGREGATION - FIS Globalempower1.fisglobal.com/.../images/adaptiv-frtb-risk-aggregation.pdf · Adaptiv FRTB Risk Aggregation 3 Not the traditional OLAP In traditional

ADAPTIV FRTB RISK AGGREGATION - FIS Globalempower1.fisglobal.com/.../images/adaptiv-frtb-risk-aggregation.pdf · Adaptiv FRTB Risk Aggregation 3 Not the traditional OLAP In traditional

FRTB Overview & Implementation Notes

FRTB Overview & Implementation Notes

FRTB Bloomberg Professional Services Standardized Approach for · 2019-12-23 · A Bloomberg Professional Services Offering FRTB Bloomberg Professional Services FRTB Standardized

FRTB Bloomberg Professional Services Standardized Approach for · 2019-12-23 · A Bloomberg Professional Services Offering FRTB Bloomberg Professional Services FRTB Standardized

PILLAR 3 DISCLOSURE · 2020-03-24 · Fundamental Review of the Trading Book (FRTB) The Company closely monitors the development of the Fundamental Review of the Trading Book (FRTB)

PILLAR 3 DISCLOSURE · 2020-03-24 · Fundamental Review of the Trading Book (FRTB) The Company closely monitors the development of the Fundamental Review of the Trading Book (FRTB)

High Performance SaaS Solution for FRTB Compliance · FRTB REQUIRES STRATEGIC TRANSFORMATION – & NUMERIX FRTB IS A TECHNOLOGY ENABLER OF TRANSFORMATION The Fundamental Review of

High Performance SaaS Solution for FRTB Compliance · FRTB REQUIRES STRATEGIC TRANSFORMATION – & NUMERIX FRTB IS A TECHNOLOGY ENABLER OF TRANSFORMATION The Fundamental Review of

Keeping Track of Bank Account

Keeping Track of Bank Account

Fundamental Review of the Trading Book (FRTB) · PDF fileFundamental Review of the Trading Book (FRTB) in January 2016, ... 979 King’s Road Quarry Bay, Hong Kong, ... must act like

Fundamental Review of the Trading Book (FRTB) · PDF fileFundamental Review of the Trading Book (FRTB) in January 2016, ... 979 King’s Road Quarry Bay, Hong Kong, ... must act like

FRTB Standardized Service Factsheet - FIS€¦ · The FRTB is the biggest overhaul of market risk capital in 20 years. All banks with anything other than the tiniest trading book

FRTB Standardized Service Factsheet - FIS€¦ · The FRTB is the biggest overhaul of market risk capital in 20 years. All banks with anything other than the tiniest trading book

everis Marcus Evans FRTB Conference 23Feb17

everis Marcus Evans FRTB Conference 23Feb17

Market Risk and the FRTB (R)-Evol ution Review and Open Issues · PDF fileMarket Risk and the FRTB (R)-Evol ution Review and Open Issues. AMarket Risk ... transition from Basel 2.5

Market Risk and the FRTB (R)-Evol ution Review and Open Issues · PDF fileMarket Risk and the FRTB (R)-Evol ution Review and Open Issues. AMarket Risk ... transition from Basel 2.5

FRTB: The Canadian perspective, Part 2: Standardized approach · The standardized approach capital requirement under FRTB is the aggregation of three components: the risk charges

FRTB: The Canadian perspective, Part 2: Standardized approach · The standardized approach capital requirement under FRTB is the aggregation of three components: the risk charges

FRTB for structured products The impact of an internal ... · The impact of an internal model under FRTB What is the value of an internal model approach in the structured products

FRTB for structured products The impact of an internal ... · The impact of an internal model under FRTB What is the value of an internal model approach in the structured products