The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

How to Solve the Data Sourcing and Management Problems of FRTB

Fundamental Review of the Trading Book (FRTB) presents some of the toughest data sourcing and management requirements in the history of capital markets regulation since the 2008 financial crisis. It also has an implementation date of January 1, 2022, which considering the regulation’s complexity, means there is no time to delay in getting your FRTB programme up and running.

Among the data sourcing challenges of FRTB are market and reference data required by the Standard Model Approach and more sophisticated Internal Model Approach embedded in the regulation. The pain points of managing data for compliance include non-modellable risk factors, profit and loss attribution tests, risk factor eligibility tests and the expected shortfall measure of risk – all of which are compounded by the need for granular and high quality data.

To find out how to solve the data sourcing and management problems of FRTB compliance, join A-Team Group’s Breakfast Briefing on Tuesday May 14, 2019 at Glaziers Hall in London. The event will kick off with a keynote by Neels Vosloo, head of regulatory risk EMEA at Bank of America Merrill Lynch, who will detail the rules, requirements and priorities of FRTB from a user perspective.

The keynote will be followed by two panel discussions moderated and joined by FRTB experts, and dedicated to the details of sourcing and managing data for FRTB, and best practice approaches to the data management challenges of compliance.

Register now for the briefing to find out everything you need to know about FRTB, how to resolve its data and data management challenges, and what priorities you need to put in place to ensure compliance on January 1, 2022.

Related content

WEBINAR

Recorded Webinar: The post-Brexit UK sanctions regime – how to stay safe and compliant

When the Brexit transition period came to an end on 31 December 2020, a new sanctions regime was introduced in the UK under legislation set out in the Sanctions and Anti-Money Laundering Act 2018 (aka the Sanctions Act). The regime is fundamentally different to that of the EU, requiring financial institutions to rethink their response...

BLOG

Fenergo Transaction Gives 70% Ownership to Astorg and BridgePoint at $1.64 Billion Valuation

After months of speculation, Fenergo has secured new ownership and capital for future growth in a deal that values the Irish provider of KYC and client relationship management software at $1.64 billion. Under the transaction, French private equity group Astorg and BridgePoint, a London-based hedge fund, have acquired a majority stake in Fenergo, buying out...

EVENT

ESG Data & Tech Summit 2022

This summit will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.

GUIDE

ESG Handbook 2021

A-Team Group’s ESG Handbook 2021 is a ‘must read’ for all capital markets participants, data vendors and solutions providers involved in Environmental, Social and Governance (ESG) investing and product development. It includes extensive coverage of all elements of ESG, from an initial definition and why ESG is important, to existing and emerging regulations, data challenges...