New! Take Part in a Global Survey by Chartis - FRTB Reporting & Aggregation
Posted: 4 July 2017 | Source: Chartis
In the past decade, banks have made substantial investments in risk technology to meet evolving business and regulatory demands. That, however, was before the introduction of the Fundamental Review of the Trading Book (FRTB). This new regulation presents many firms facing distinct implementation challenges, with the new business frameworks and models of FRTB posing operational, methodological and technological problems to solve.
A key area of pain for banks will be in the risk aggregation and reporting space, and you are invited to participate in new Chartis Research survey focusing specifically on this tricky area of FRTB.
Your responses to this brief, multiple-choice questionnaire are valuable to us and will take no more than 5-10 minutes to capture. You may also wish to share this survey with an appropriate colleague or functional area such as Operational Processes, Resourcing, Technology, Risk, Data Management and Capital.
We are enormously grateful for your time and, in return for your participation, will be delighted to share the results of this study with you should you wish to receive them.
To access the survey, please click here.
The survey will remain open until 6:00 pm (GMT) Friday 21st July 2017.
- Enterprise Risk Aggregation for FRTB: FRTB capital number aggregation at the desk level, and across geographies and the enterprise, as well as ability for what-if analysis and drill-down to granular results.
- FRTB Reporting: Generation of FRTB reports, including for internal management, regulatory reporting, and public disclosure reporting.