Our Solution for the Fundamental Review of the Trading Book
The FRTB Overview
How TickSmith Can Help
Frequently Asked Questions
By January 2022, banks will have to be able to extract data from multiple sources, consolidate it, and make that data usable. For example: calculating non-modellable risk factors.
Data pooling helps banks with FRTB by getting multiple banks aboard, taking in all their private trade data, pooling it, anonymizing the sets, and creating reports to increase the modellability of instruments that each individual bank can trade.
Our Data Pooling Platform’s security system has reached the top level of AWS security standards including encryption at-rest and in-flight.
Yes, we have implemented our Data Pooling Platform with CanDeal and the top six Canadian banks including: BMO, Scotiabank, CIBC, RBC, TD, and National Bank of Canada.
Our FRTB Resources
Data Pooling Booklet
Download our booklet that walks you through how our data management works.
FRTB White Paper
Regulatory frameworks such as Basel III are set to transform many aspects of how financial institutions operate. As effective data management will be able to address an almost infinite array of business needs, this white-paper will tackle the FRTB or ‘Minimum capital requirements for market risk’ component within Basel III.