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: How to organise, integrate and structure data for successful AI

25 September 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes Artificial intelligence (AI) is increasingly being rolled out across financial institutions, being put to work in applications that are transforming everything from back-office data management to front-office trading platforms. The potential for AI to bring further cost-savings and operational gains are...

BLOG

Murex Completes SOC 1 and SOC 2 Type 2 Attestations for its SaaS Platform, MXSaaS

Murex has completed SOC 1 Type 2 and SOC 2 Type 2 attestations for its software-as-a-service (SaaS) platform, MXSaaS, covering the period from July to December 2024. The examinations, carried out by KPMG, were finalized with no exceptions noted, building on the SOC 2 Type 1 attestation obtained in July 2024. These independent assessments are...

EVENT

RegTech Summit London

Now in its 9th year, the RegTech Summit in London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...