A year after Basel’s new Minimum Capital Requirements for Market Risk (commonly referred to as FRTB) were published, its P&L attribution tests remain a major issue for banks needing to implement it – both in the lack of clarity around it and the…
Banks can do so much more with FRTB compliance. Here’s how.
Posted by
Torstone Technology on Nov 18, 2017 10:00:00 AM
Trading banks must as a minimum implement the “standardised approach” to comply with the new Fundamental Review of the Trading Book (FRTB) set of regulatory proposals. In this article we look at how advanced analytics tools can help banks derive…
0 Comments Click here to read/write comments
Topics: FRTB, Standardised Approach
RegTech has really emerged as its own space within the financial technology sector and beyond, and it is commanding a lot of attention. We’ve seen this firsthand at Percentile, from how it has become a central topic of discussion and with increasing…
0 Comments Click here to read/write comments
Topics: RegTech, Capital Markets
Risk has gone through three distinct phases over the last 30 years. The changes have reflected both the external focus on the financial services industry from regulators and the way that technology has changed what’s possible. It’s a process that’s…
0 Comments Click here to read/write comments
Risk Technology Challenges for Asset Managers
Posted by
Torstone Technology on Jul 7, 2017 10:00:00 AM
This is a transcript of an a recent interview with Anthony Pereira, CEO of Percentile.
[Q] What are the major technology challenges that asset managers are facing at the moment?
They’re very similar to what has been faced by other industry sectors, in…
0 Comments Click here to read/write comments
Resilient Stress Testing Platforms: Top 4 Considerations
Posted by
Torstone Technology on Oct 29, 2015 10:00:00 AM
“Bank of England May Toughen Stress Tests as Economy Rallies,” claimed the Bloomberg Business headline on 28 July. Deputy Governor Jon Cunliffe explained in a speech that the Bank of England’s approach would be to use stress testing more…
0 Comments Click here to read/write comments
Topics: Stress Testing
Six things to demand from your Risk Technology
Posted by
Torstone Technology on Apr 4, 2015 12:00:00 AM
Given events in the financial sector in the past decade, it’s safe to say all eyes are on risk. In the context of lessons learned from the financial crisis, the Basel Committee on Banking Supervision in its BCBS 239: Principles for Effective Risk Data…
0 Comments Click here to read/write comments
Risk technology: spend your budget on the carrots, don’t waste it on the stick
Posted by
Torstone Technology on Mar 4, 2015 10:00:00 AM
Anthony Pereira, CEO of Percentile, specialists in risk technology for financial services, examines the Basel III interim findings which see the industry falling short
0 Comments Click here to read/write comments