FRTB

Articles

13 Aug 2018 — Bill Hodgson

The OTC Space is pleased to invite you to the Model Risk Management Forum on 19-20 September in London. Get to grips with the best practices and emerging innovations of model risk management and governance, and get a 15% discount on tickets as a guest of The OTC Space.

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Risk EMEA 2018
22 Feb 2018

Join The OTC Space, Razor Risk and JXL Consulting at Risk EMEA in April. Use the OTC Space discount code to reduce the cost by 15%.

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27 Mar 2017 — Peter Walsh

Razor Risk will also provide high level demonstrations of their “off the shelf” solution that will sit between existing Market Risk and Front Office pricing tools so that the firm can maintain BAU processes whilst preparing for the Fundamental changes that BCBS 352 will require. The Webinar is targeted at all involved stakeholders, bringing together the major drivers behind Business Users (Risk Managers), Front Office Capital Consumers, FRTB Programme Managers and Technology Implementation Teams whether the firm is going for a Standardised Approach (SA) or a combination of SA and Internal Model Approvals (IMA).

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01 Mar 2017 — Peter Walsh

Razor Risk will also provide high level demonstrations of their “off the shelf” solution that will sit between existing Market Risk and Front Office pricing tools so that the firm can maintain BAU processes whilst preparing for the Fundamental changes that BCBS 352 will require. The Webinar is targeted at all involved stakeholders, bringing together the major drivers behind Business Users (Risk Managers), Front Office Capital Consumers, FRTB Programme Managers and Technology Implementation Teams whether the firm is going for a Standardised Approach (SA) or a combination of SA and Internal Model Approvals (IMA).

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01 Feb 2017 — Simardeep Gill

In January 2016, the Basel Committee on Banking Supervision published the final rules resulting from its Fundamental Review of the Trading Book (FRTB). The rules are due to come into effect at the end of 2019 and are encapsulated in BCBS 352, Minimum Capital Requirements for Market Risk.

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07 Nov 2016 — Samantha Hodgson

Our magazine Rocket 8 is coming soon, packed with inside viewpoints and expert knowledge. Save or update your address to be eligible to receive a copy now, or purchase a subscription through the shop.

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18 Jul 2016 — Peter Walsh

Razor Risk™ now supports the FRTB – minimum capital requirements for market risk capital reforms. The solution offers financial institutions the ability to calculate and manage market risk capital and performance across desks, business lines or top of house.  

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