The final guidance for FRTB, published on 14 January 2016, has a new more risk-sensitive standard approach but also a more prescriptive guidance for internal model approval….
Interview to Rhisco’s CTO on how TEGRA® addresses the requirements from the Bank for International Settlements (January 2014), BCBS 239, as enables effective risk data aggregation and risk reporting…
NEWS & INDUSTRY INSIGHT
CLIENT CASE STUDIES
A major Brazilian bank required to enhance its market risk infrastructure to be better prepared when applying for internal model approval. Under its existing technology environment, the end to end process had multiple large volume of operations, an internally-built...read more