Hong Kong, Singapore – Bloomberg has won Best FRTB Solution at the Regulation Asia Awards for Excellence 2024, which recognizes innovative practices that utilize advanced data, analytics and risk ...
Amid the diverging timeframes and complex requirements of the Fundamental Review of the Trading Book (FRTB), Bloomberg offers a consistent, comprehensive and customisable solution for Asia-Pacific ...
The European Commission has adopted a Delegated Regulation amending the EU Capital Requirements Regulation with regard to the date of application of the own funds requirements for market risk. In ...
The European Commission has launched a critical consultation that could reshape how banks manage market risk across the continent. This targeted review focuses on the Fundamental Review of the Trading ...
European banks stand at a regulatory crossroads that may forever change the shape of the competition among them. The European Commission has recently opened a consultation on market risk rules that ...
Odeabank has become the first Turkish bank to implement Murex’s MX.3 for the Fundamental Review of the Trading Book (FRTB) solution. MX.3 for FRTB covers the full calculation chain down to the final ...
Bloomberg is tweaking its Multi-Asset Risk System to include region-specific regulations in the risk analytics software. The update came about in part due to the ongoing Basel III endgame measures, ...
UBS has decided it will not initially use its own models to calculate capital requirements for market risk, following a revamp of local trading book capital rules. The Swiss bank’s annual report – ...