FRTB Standardised Approach: The Sunny Side

Webinar held on Wed, 26th September, 2018

FRTB is normally filed under doom and gloom categories, but we take a more optimistic look at what’s possible and how banks can take advantage of a rare opportunity to use regulatory drivers to improve risk and business management.

The Fundamental Review of the Trading Book (FRTB) does introduce a new set of operational complexities for banks, with data requirements and calculation complexity far exceeding existing approaches. The simpler Standardised Approach is often overlooked, but it has its own challenges. But banks can go beyond mere compliance to analyse the impact to capital requirements while balancing operations and infrastructure capabilities.

In this webinar, Percentile’s risk technology experts look at an end-to-end implementation of the Standardised Approach, focusing on the required tools, data and operational workflow. Capital optimisation is also put under the microscope to understand how reporting tools could be used to improve capital efficiency.

With the aid of live demos, the webinar covered:

  • Functional components for a robust solution
  • Architecture
  • Data management
  • FRTB analytics
  • Capital Optimisation