The Fundamental review of the trading book (FRTB) requires dramatic change to the banking industry’s existing market risk management practices. One of the underlying challenges is the collection and ...

There are no silver-bullet solutions to the myriad challenges of FRTB. Numerix believes institutions should restructure and re-strategise not just for today, but with an eye on FRTB’s business impact ...

The solution aims to help banks assess FRTB's impact on capital requirements both at the desk-level as well as for the bank as a whole. FRTB changes the way banks are required to calculate risk.

One thing that all banks have plenty of is data. But the challenge for all is how to make more effective use of the ever-increasing tidal flow of information inside and surrounding institutions.

2018 was a year when certain jumbo-sized, data-heavy regulatory regimes finally smoothed out and settled down. Among the few that haven’t, the Basel Committee-driven Fundamental Review of the Trading ...

To hear the full interview, listen in the player above, or you can click on the download button in the player above. You can also listen to us on Spotify. This week, Eugene Stern, head of market risk ...

Bloomberg is tweaking its Multi-Asset Risk System to include region-specific regulations in the risk analytics software. The update came about in part due to the ongoing Basel III endgame measures, ...

- Calculate the Capital as if the banks are in Stressed Market Conditions - Calculate Capital using the Standardized Approach, even though Trading desks calculate the Capital Charge using internal ...

Buy the rumours, sell the facts is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described as omne ignotum pro magnifico est or everything unknown ...

This article is written by Eugene Stern, Bloomberg Head of Market Risk Product and Brad Foster, Bloomberg Global Head of Enterprise Content. It is reproduced from BAI Banking Strategies. Given the ...