Market risk capital computation engine using Stanardised Approach (SA) under Fundamental Review of Trading Book (FRTB)
An advanced analytical tool for the computation of incremental capital required (ICR) due to unit increase in risk sensitivity under SA, FRTB
Product brochure on its way.
Drop us a message to gain access to our beta computation engine.
Analytical software for regulators to aggregate market risk sensitivities across banks
Product brochure on its way.
Drop us a message to gain access to our beta computation engine.
Post financial crisis in 2007-09, financial regulators have introduced varied reforms in banking industry, which are complex in both technical and operational front. Some of these reforms include BASEL III (including LCR, NSFR , raising standards of supervisory review process & public disclosures, guidance in the areas of sound valuation practices, stress testing, liquidity risk management), Fundamental Review of Trading Book (FRTB), treatment of large exposures etc. In January 2016, Basel Committee on Banking Supervision (BCBS) introduced final standards on FRTB. These standards are expected to be implemented by year 2019. Further, it also published second consultative guidelines on capital computation for credit risk in December 2015.
We at Mahogha, group of engineers, started our voyage to provide efficient and cost effective solutions for banks on issues ranging from consultancy to IT support for implementation of above guidelines.
* Above articles are published by individuals/organisations who do not have any relation with us.
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