
FRTB spurs data mining push at StanChart
Bank building “single golden source” of trade data in a bid to lower NMRF burden

Standard Chartered is turning to data mining techniques in a bid to bolster its ability to model illiquid products, ahead of new market risk capital rules that punish markets suffering patchy liquidity and gaps in trade data.
The lender is building a central repository to host all of its trade data, which Albert Chung, the bank’s head of market risk analytics, Asia, for group market risk models, hopes will allow its risk and finance teams to share a “single golden source of data”. Such efforts
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