All posts tagged "FRTB"
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250Big PictureRegulatory Future Proofing with In-Memory Computing
In-memory analytics tools allow even the most complex of regulatory calculations to be performed in minutes or seconds rather than hours.
April 24, 2021 -
317Capital RegulationBanks Facing FRTB Data and Modeling Difficulties
Data was the number one challenge identified for FRTB implementation, with 59% of 131 respondents to a Bloomberg poll citing it as their main challenge.
March 18, 2021 -
379Capital RegulationJapan FSA Issues Draft Policy for Basel III Implementation
Japan will adopt the Basel III standards in consideration of the characteristics of domestic financial institutions, the FSA said.
January 2, 2021 -
2.6KAsia-PacificData, Technology Crucial for New Normal, LIBOR Transition
The LIBOR transition opens the door to a fundamental rethink of the use of data and technology, and how firms provide products and services to customers, says Bloomberg's Bing Li.
September 15, 2020 -
1.7KCapital RegulationBeyond FRTB: Risk Management and Enterprise Data Opportunities
FRTB is a significant global industry challenge, but the process to achieve its outcomes can harness value from data that can be applied throughout a bank’s operations.
July 20, 2020 -
1.4KAsia-PacificBCBS Releases 18th Progress Report on Basel III Adoption
In Asia Pacific, Hong Kong, Korea and Indonesia have in particular made significant progress towards implementing the Basel III standards.
July 6, 2020 -
851Capital RegulationHKMA Defers Basel III, Reviews ECL Provisioning Expectations
Aside from deferring Basel III adoption, the HKMA is considering the implications of Covid-19 on the application of expected credit loss provisioning.
March 30, 2020 -
631Capital RegulationDTCC Offers Guidance on FRTB’s Risk Factor Eligibility Test
Access to robust, high-quality price observation data is key to compliance with FRTB requirements to test the eligibility of the risk factors used in internal models.
March 17, 2020 -
644Capital Regulation
HKMA Moderates Approach to Implementing Market Risk Framework
The HKMA says it will finalise Hong Kong’s timeline when there is more clarity on the implementation status in other major jurisdictions.
December 18, 2019 -
801Capital Regulation
BCBS Proposes Revisions to Basel III CVA Risk Framework
The proposed revisions aim to align the CVA framework with the final market risk framework, and to adjust the scope of portfolios subject to CVA risk capital requirements.
November 29, 2019
