存 is uniquely positioned to help banks reduce operational implementation burdens and market risk capital charges as they work to comply with the Basel Committee on Banking Supervision’s Fundamental Review of the Trading Book (“FRTB”) by providing a comprehensive “real” price observation data solution. As the premier post-trade market infrastructure for the global financial services industry, 存 has unsurpassed data collection capabilities across multiple asset classes, including the more illiquid securities in the opaque OTC derivatives market.
The 存 FRTB服务 will leverage 存’s existing global data collection infrastructures to assist banks with implementation of the risk factor modellability assessment framework, including critical non-modellable risk factor (NMRF) assessment. The solution will allow users to configure their own instruments by taking into account risk factor mapping and bucketing that could be tailored to their trading portfolio by accessing the industry pooled data to achieve modellability for those instruments. Users can then enter an instrument query through the service and the service will return either a pass or fail value. 如果票据失效, they can easily re-configure and re-run their query to make another attempt at modellability.