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
Strong data management for Non-Modellable Risk Factors (NMRF)
Seamless integration with existing 3rd party and internal systems