A Fast, Scalable FRTB Solution

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 a component based solution that can co-exist with other 3rd party and internal systems.


Support for Basel ll and Basel lll capital calculations

Support for Basel ll and Basel lll capital calculations

Strong data management for Non-Modellable Risk Factors (NMRF)

Strong data management for Non-Modellable Risk Factors (NMRF)

Seamless integrates with existing 3rd party and internal systems

Seamless integration with existing 3rd party and internal systems


Key Features

Support for a full complement of market risk and FRTB measures, including all regulatory metrics, complex scenarios, stress testing, regulatory capital and VaR


Market leading models

Market Leading Models 

Advanced, accurate, unified front-to-back risk and analytics models for market risk FRTB and CVA FRTB

  High performance

High Performance

A modern technology stack, leveraging multi-core optimisation that delivers scalable and high performance risk and analytics
Support for SA and IMA

Support for SA & IMA

Full support for both standardised approach (SA) and internal model approach (IMA) frameworks for FRTB


Advanced data management

Advanced Data Management

Strong data management for NMRF (Non-Modellable Risk Factors) requirements, including an ETL framework for managing data feeds
Measure market and credit risk

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

Run Real-time Reports

A pre-configured reporting component with required sensitivities and stress tests at the firm, desk and position level
Conduct scenarios and what-if analysis

Conduct Scenario & What-if Analysis

Scenario & what-if analysis to optimise capital charges across standardised (SA) and internal model (IM) approaches


Configurable workflow

Configurable Workflow

Flexible limit management framework, including a workflow engine to set-up customised process flows and control mechanisms
Capital attribution tests

Capital Attribution Tests

Carry out capital and P&L attribution test to desks, trades and other dimensions


Flexible architecture

Flexible Architecture

Available as an integrated front-to-accounting or as a component solution that integrates with existing 3rd party and internal systems


Celent Names Quantifi 'Category Leader'
for FRTB Solutions

"The adoption of next generation technology infrastructures and emerging
innovations enable front office, risk and finance functions to achieve
capital-efficient options and drive operational gains."

Cubillas Ding, Research Director, Celent

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OeKB Logo

“With Quantifi now live for market risk, OeKB
has a consolidated view of credit and market risk
within a single integrated solution. Quantifi is a strategic
part of the I.T. infrastructure at OeKB.”

Stefan Strehle, Director, Treasury, OeKB


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Featured Video

Panel from Quantifi's 5th Annual London Conference on The Impact of FRTB on Capital & Liquidity

The Impact of FRTB on Capital & Liquidity - a Front Office & Risk Management Perspective

Senior practitioners from HSBC, Deutsche Bank, RBS and Bank of America Merill Lynch discuss the challenges presented by FRTB and how banks plan to overcome these complexities.


Watch video