About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

GoldenSource Combines RiskHub and EDM to Deliver FRTB Solution

Subscribe to our newsletter

GoldenSource has combined its RiskHub risk data management and analytics capabilities with its enterprise data management (EDM) software to deliver a solution for Fundamental Review of the Trading Book (FRTB) regulation that comes into force in January 2019.

The GoldenSource solution will be available to banks from January 2017 and supports both the standard and internal model approaches for calculations of market risk capital requirements and reporting as set down in the regulation. The solution pulls together market data back to 2007 and position and risk data to ensure FRTB calculations are efficient and auditable. It also includes a curve-shift methodology that uses risk sensitivities to give risk officers the ability to deliver different types of control and regulatory calculations.

Charlie Browne, head of the market data and risk solutions division at GoldenSource, says: “Our solution differentiates on the basis of the underlying GoldenSource market data model, which is a robust model and allows risk sensitivity, P&L and market data to be viewed in the same way at different points on a curve. FRTB makes every point on every curve important and our data model can support that.”

Browne says the company is talking to Tier 1 banks using its EDM products, as well as prospects and consultants, about the GoldenSource FRTB solution, and suggests small banks will be able to use it as an out-of-the-box solution, while large banks will use it in a more piecemeal approach to FRTB compliance.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating a Complex World: Best Data Practices in Sanctions Screening

5 November 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes As rising geopolitical uncertainty prompts an intensification in the complexity and volume of global economic and financial sanctions, banks and financial institutions are faced with a daunting set of new compliance challenges. The risk of inadvertently engaging with sanctioned securities has...

BLOG

Regulations in the Balance as Institutions Remain Sustainability-Focussed: ESG Summit London Review

Despite a perception that ESG is in retreat around the world, financial institutions continue to take the issue very seriously as a matter of risk management, a trend that continues to exert an influence on the data demands of organisations. It isn’t even the compliance imperatives of organisations operating in heavily regulated parts of the...

EVENT

TradingTech Summit London

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...