Comprehensive Fundamental Review of the Trading Book (FRTB) implementation services that ensure regulatory compliance while optimizing capital efficiency for trading operations.
Our comprehensive FRTB implementation services help banks navigate the complex requirements of the Fundamental Review of the Trading Book, from initial assessment through full regulatory compliance and ongoing optimization.
Whether implementing the Standardised Approach or pursuing Internal Models Approach approval, we provide the expertise and technology solutions needed to meet FRTB requirements while minimizing capital impact and operational complexity.
Complete implementation of the FRTB Standardised Approach with automated risk factor mapping, sensitivity calculations, and capital charge computations across all asset classes.
Advanced IMA implementation including Expected Shortfall models, regulatory backtesting, and comprehensive validation frameworks for regulatory approval.
Comprehensive NMRF identification, stress scenario calibration, and capital charge calculation to ensure complete FRTB compliance across all risk factors.
Sophisticated P&L attribution frameworks that decompose trading desk performance and support IMA eligibility through comprehensive risk factor attribution analysis.
Successful FRTB compliance rate across all client implementations
Average capital optimization achieved through strategic FRTB implementation
Months for complete FRTB implementation from assessment to go-live
Success rate for Internal Models Approach regulatory approvals
Comprehensive assessment of current capabilities against FRTB requirements and regulatory expectations.
Development of optimal FRTB implementation strategy balancing compliance, capital efficiency, and operational impact.
Implementation of FRTB calculation engines, data infrastructure, and reporting frameworks.
Comprehensive validation of all FRTB models and methodologies to ensure regulatory compliance.
Extensive testing and parallel running to validate accuracy and performance before go-live.
Production deployment with ongoing support and optimization for sustained compliance.
Let our experts guide you through the complex FRTB implementation process with proven methodologies and regulatory expertise.