Financial Market System Implementation & Support: Contact Us

FRTB

Experts in the implementation of FRTB-compliant trading and risk systems.

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Bring Your Trading Systems Into Compliance

CPQi understands the intricacies of FRTB and what is required to make trading systems compliant with the new rules.

Compliance with the Fundamental Review of Trading Books (FRTB) regulations will require transformational changes to banking risk models.

All banks must be fully FRTB compliant by December 2019, requiring immediate action to meet this tight deadline. We can help you navigate the complex FRTB regulations and understand them from a practical, technology-focused perspective. Our platform experts can bring your trading systems into compliance in time to meet the regulatory deadlines.

FRTB
Steps to Success

Categorization

  • Systems (banking, trading)
  • Asset Classes (GIRR, CSR non, CSR sec non, CSR sec, Equity, Commodity, FX)
  • Maturity & Buckets
  • Core system alterations to hold classes, maturity, and bucket codes

Standard Approach

  • Risk engine (SAMR) implementation if needed
  • Integration from core systems to the SAMR engine

Internal Approach

  • Risk engine implementation
  • Integration from core systems to the IMA engine
  • Risk scenario design modelling into the risk engine
  • Multi-level stress testing & back-testing
  • Result management

Interested in Learning More?
Download our FRTB White Paper:

Improve Efficiency. Manage Risk.

Helping to build financial markets systems in the leading American economies