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Implications from FRTB

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: Principles for effective RDARR

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…


Rhisco UK moved office to Level39!

We are pleased to announce our new Trading Office in the UK: Level39, One Canada Square, Canary Wharf, London E14 5AB Our registered address remains as Acre House, 11-15 William Road, London, NW1...

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Case study: Market risk implementation

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...

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