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FRTB implementation: key insights and learnings

Duncan Cryle and Jeff Aziz of SS&C Algorithmics discuss strategic questions and key decisions facing banks as they approach FRTB implementation

Implementation of the Fundamental Review of the Trading Book (FRTB) – the set of Basel Committee on Banking Supervision rules governing the level of market risk capital banks must hold – has been a long time coming, and has advanced at a varying pace across the different jurisdictions.

Duncan Cryle and Jeff Aziz of SS&C Algorithmics share key learnings from previous FRTB implementations and discuss the strategic challenges facing banks as they ponder the choice of the standardised (SA) or internal model approach (IMA).

0:59 - FRTB implementation: where we are we now

2:25 - Factors influencing the choice of the SA or IMA

4:22 - Key challenges in FRTB implementation

7:05 - FRTB: risk platform choices and cloud enablement

Find further insight on FRTB strategy here

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