FRTB Solution
This feature is upgradeable
For End Users
You can activate this feature and other links for ALL VENDORS with a VendorMatch Premium subscription. Additionally you can gain access to an increased depth of data, summary reports, RFX reports (detailed completed RFIs - available to financial institutions only) and comparison grids. Please click here for more information.
For Vendors
Vendors can activate their links and gain access to analytics by upgrading to VendorMatch PRO. Please click here for more information.
Speak with an analyst
Financial institutions and their advisors can subscribe to our Analyst Access* service. Effectively phone or (email) a friend you can have on tap advice and support provided by our analysts on this vendor, solution or solution category.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information.
or contact us to discuss a subscription.
Subject to reasonable use.
Survey Summary
The Survey Summary provides a download of the vendor profile, solution profile and the VendorMatch Discovery survey vendor responses used to power the directory. All responses are provided by the vendor online.
Note that this report is a high level summary of the vendor's credentials and a solution's capabilities designed to assist with solution short-listing. The RFX report is the more comprehensive Request For Information report designed to support evaluation and selection, this will only show where the vendor has completed the "RFX" RFI.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information on Premium features or contact us.
RFX Report
The RFX report is an XLS download of the Vendors response to the “RFX” Request for Information for this solution.
The RFX is a centralized golden copy of a RFI authored by our analysts based on their expertise in running real-life system evaluation and selection projects and completed by the vendor online.
Note to protect vendor that only Financial Institutions and recognized Advisor can subscribe to this feature.
In each instance the first time the link is used the user requests permission to access the RFX report and it is the vendor who is required to authorizes access. You will be alerted when the vendor has reviewed your request and granted permission.
HOW TO SUBSCRIBE
Please click here for more information on Premium features or contact us.
To learn more about subscribing to our service options, please contact us here
This feature is upgradeable
For End Users
You can activate this feature and other links for ALL VENDORS with a VendorMatch Premium subscription. Additionally you can gain access to an increased depth of data, summary reports, RFX reports (detailed completed RFIs - available to financial institutions only) and comparison grids. Please click here for more information.
For Vendors
Vendors can activate their links and gain access to analytics by upgrading to VendorMatch PRO. Please click here for more information.
Speak with an analyst
Financial institutions and their advisors can subscribe to our Analyst Access* service. Effectively phone or (email) a friend you can have on tap advice and support provided by our analysts on this vendor, solution or solution category.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information.
or contact us to discuss a subscription.
Subject to reasonable use.
Survey Summary
The Survey Summary provides a download of the vendor profile, solution profile and the VendorMatch Discovery survey vendor responses used to power the directory. All responses are provided by the vendor online.
Note that this report is a high level summary of the vendor's credentials and a solution's capabilities designed to assist with solution short-listing. The RFX report is the more comprehensive Request For Information report designed to support evaluation and selection, this will only show where the vendor has completed the "RFX" RFI.
HOW TO SUBSCRIBE
To protect vendor data only financial institutions and recognized advisors can subscribe to VendorMatch Premium. Please click here for more information on Premium features or contact us.
RFX Report
The RFX report is an XLS download of the Vendors response to the “RFX” Request for Information for this solution.
The RFX is a centralized golden copy of a RFI authored by our analysts based on their expertise in running real-life system evaluation and selection projects and completed by the vendor online.
Note to protect vendor that only Financial Institutions and recognized Advisor can subscribe to this feature.
In each instance the first time the link is used the user requests permission to access the RFX report and it is the vendor who is required to authorizes access. You will be alerted when the vendor has reviewed your request and granted permission.
HOW TO SUBSCRIBE
Please click here for more information on Premium features or contact us.
To learn more about subscribing to our service options, please contact us here
Overview
An advanced, scalable platform designed to help front-office and middle-office functions satisfy the complex methodology and technology demands of FRTB
The Fundamental Review of the Trading Book (FRTB) heralds a new era in bank risk management, making it one of the most critical items on a bank’s to-do list for the immediate future and beyond. Designed to help banks meet the new capital requirements for market risk Quantifi can support all the main requirements of FRTB either as a fully integrated front-to-accounting solution or component based solution that can co-exist with other 3rd party and internal systems.
Key Features
Market Leading Models - Advanced, accurate, unified front-to-back risk and analytics models for market risk FRTB and CVA FRTB
High Performance - A modern technology stack, leveraging multi-core optimisation, that delivers scalable and high performance risk and analytics
Support for SA & IMA - Full support for both standardised approach (SA) and internal model approach (IMA) frameworks for FRTB
Advanced Data Management - Strong data management for NMRF (Non-Modellable Risk Factors) requirements, including an ETL framework for managing data feeds
Measure Market & Credit Risk - Measures include market risk and CVA FRTB, RWA’s, current CVA VaR as well as methodologies for EAD calculations
Run Real-time Reports - A pre-configured reporting component with required sensitivities and stress tests at the firm, desk and position level
Conduct Scenario & What-if Analysis - Scenario & what-if analysis to optimise capital charges across standardised (SA) and internal model (IM) approaches
Configurable Workflow - Flexible limit management framework, including a workflow engine to set-up customised process flows and control mechanisms
Capital Attribution Tests - Carry out capital and P&L attribution test to desks, trades and other dimensions
Flexible Architecture - Available as a integrated front-to-accounting or as a component solution that integrates with existing 3rd party and internal systems
Key Benefits
- Seamless integrates with existing 3rd party and internal systems
- Proven market leading models incorporating industry best-practice and trusted by some of the most sophisticated financial institutions
- Support for Basel ll and Basel lll capital calculations
- Full transparency and control for all model inputs, methodologies, data, and results
- Ground breaking performance using multi-core technology and numerical optimisation
- Strong data management for Non-Modellable Risk Factors (NMRF)
- Intuitive to use
- Execptional training and support