Skip to main content

FRTB: taking the risk out of your market risk data

Big Data Management

The Fundamental Review of the Trading Book poses significant new market data management challenges.
Alveo helps you meet its requirements through a comprehensive and integrated market data management and analytics solution

  • Packaged integration with market data providers including real price evidentiary support
  • Management of historical data sets needed for Expected Shortfall
  • A robust data quality and data integration workflow solution to optimally provision the middle office
  • Business rules management for risk factor construction and proxy rules management
  • Ultrafast access to market and reference data through our APIs
Banking Alveo

Download our FRTB and optimal market data management Whitepaper

This Alveo whitepaper discusses approaches to market data management to address the challenges of FRTB as well as their overlap with other risk and valuation needs and business user enablement

Call us on

Americas: +1 212 445 1076
FRTB and optimal market data management

More Insights on Business User Enablement

FRTB: Cloud to Cloud

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

Get in touch

Contact us for an introductory call or demonstration to see how we can help you address your data management challenges, call us on

Americas: +1 212 445 1076

Contact us