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

A-Team Insight Podcasts

How to Source and Manage Data for FRTB – The Challenges and Opportunities

Subscribe to our newsletter

Sourcing and managing data for Fundamental Review of the Trading Book (FRTB) compliance is no mean feat, but there are options and choices to be made as firms within the scope of the regulation build out compliance programmes ahead of its January 2022 deadline.

A panel session at A-Team Group’s recent FRTB briefing in London discussed these options and choices, focusing on the requirements of the Internal Model Approach (IMA) and the Standardised Approach (SA) and discussing their differing data demands, what each model means for capital requirements, and the impact it could make on products and trading desks. Diving into the detail of the models, particularly the IMA, the panel considered how to source all the internal and external data required for compliance, such as historical time series data for price observation associated with non-modellable risk factors (NMRFs), and high quality reference data for instrument classifications and market data to enrich trade data sets.

While FRTB compliance was described by one panellist as a ‘massive data management exercise’, the conversation also turned to the potential benefits of compliance, with another noting ‘If you are a large bank, the IMA is a huge data management burden, but the ability to normalise and link data together will extend way beyond FRTB compliance’.

Listen to our podcast on sourcing and managing data for FRTB to hear the complete conversation.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Streamlining trading and investment processes with data standards and identifiers

Financial institutions are integrating not only greater volumes of data for use across their organisation but also more varieties of data. As well, that data is being applied to more use cases than ever before, especially regulatory compliance and ESG integration. Due to this increased complexity of institutions’ data needs, however, information often arrives into...

BLOG

AI in Action: 11 Firms Rewiring Compliance for Speed, Clarity and Control

Regulatory change isn’t slowing, and neither is the demand for defensible decisions. Compliance teams need tools that are clear about what they do, how they’re governed, and where their limits are. LLMs and agentic AI in compliance will feature in A-Team Group’s RegTech Summits in London (16 October) and New York City (20 November) with...

EVENT

TradingTech Summit London

Now in its 14th 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

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...