FRTB regulatory requirements are driving banks to invest in reforming their risk management infrastructure across several areas. SS&C Algorithmics solutions help banks meet some of the most significant challenges introduced by FRTB.SS&C Algorithmics solutions for the FRTB offer a comprehensive range of capabilities. These are designed to enable your bank to address any gaps between the capacity of your current risk infrastructure and the demanding new requirements of FRTB.
Risk aggregation, drill down and analysis – dashboards that perform the dual functions of compiling
FRTB reporting for regulators and enable continuous enterprise-wide monitoring of trends in an integrated infrastructure that supports enterprise-wide aggregation of risk analytics and risk data.
Risk analytics – tools and solutions for rigorous validation of the risk and capital measures produced include a common pricing model library, adaptive modeling choices, highly efficient simulations, the ability to calculate the large volume of sensitivities efficiently and consistently across different asset classes and trading systems, Default risk charge (DRC) and deal-time capital measures.
Risk data management – solutions for managing the growth in data required to feed risk models and orchestrating the input and output risk analytics including detecting and correcting data errors, automating associated edits, tracking data lineage and provenance