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FRTB: Cloud to Cloud


In this report, authored by Alveo and Vector Risk, we discuss resolving the challenges of data intensity and computational complexity.

FRTB and the changing face of market data and risk computations

Paper Highlights

  • FRTB poses significant challenges and a high cost for banks to implement if they use traditional approaches to on-prem market data infrastructure and risk calculations
  • FRTB’s calculation and data intensity demands put strain on existing data and risk infrastructure
  • Technological advances mean the traditional border between Basel’s Standardized Approach (“SA”) and Internal Model Approach (“IMA”) banks will blur – putting IMA capabilities within reach of smaller banks
  • Vector Risk and Alveo provide best of breed, cloud-based risk calculation and market data integration solutions that; reduce the onboarding time and allow faster and cheaper processing for FRTB IMA calculations and data requirements.
  • Using cloud-based technology to futureproof market risk infrastructure reduces the cost of (inevitable) future change with a predictable cost base

Download our FRTB: Cloud-to-Cloud Whitepaper

This report, co-authored by Alveo and Vector Risk, discusses the challenges of data intensity and computational complexity when implementing FRTB and best ways to address that using cloud-based services.

FRTB: Cloud to Cloud