Murex has been recognised as the winner of FRTB-IMA product of the year for its pioneering MX.3 platform, which provides a comprehensive solution for the Fundamental Review of the Trading Book (FRTB).

Buy the rumours, sell the facts is normally a good trading strategy. It plays nicely to the human bias that the Roman senator Tacitus described as omne ignotum pro magnifico est or everything unknown ...

This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. The service will enable the mapping of risk factors to a pool of global ...

As banks navigate the most significant overhaul of market risk capital requirements in more than a decade, the need for consistent, high-quality data and reliable analytics has become a strategic ...

The Fundamental Review of the Trading Book (FRTB), a global set of rules designed to prevent the systemic losses seen on banks’ trading books after the 2008 financial crisis, are certainly valuable ...

As many global regions look to January 2025 for their FRTB implementation, firms are preparing for what is widely seen as a seismic change to the way they evaluate and measure market risk. With most ...

The final version of the Basel BCBS “Minimum capital requirements for market risk” (still generally referred to under the previous working title of the Fundamental Review of the Trading Book, or FRTB) ...

Brazil's latest Basel milestone signals a shift from classification to capital impact - demanding new levels of precision in risk modeling, infrastructure, and reporting. Brazil’s Central Bank has ...