Webinar

SS&C Algorithmics: FRTB Market Trends Amidst the Basel III Delay

2020 saw market volatility at levels exceeding even the 2008 financial crisis. Authorities worldwide have reacted by intervening with mitigating measures including the BCBS decision to defer by one year (to 2023) the implementation of a number of Basel III requirements including the revised market risk capital rules under FRTB.

This presents an opportunity for banks to use the extra time to their advantage and strategically adapt to the new climate and revisit decisions related to the FRTB. Yet, amidst significant uncertainty on global economic recovery timelines, the risks of market fragmentation remain. Not least because of regional disparities at the jurisdiction level in terms of response to the BCBS delay announcement and local interpretation of the new rules.

Watch our webinar to hear a panel of experts discuss the trends we are seeing and how modern technologies can help adapt to a number of implementation-related challenges in the current climate.