Sponsored by ?

This article was paid for by a contributing third party.More Information.

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

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: