Markets Media has published a Q&A on DTCC’s FRTB Service, after the data solution won Best in RegTech at the 2020 Markets Choice Awards. The article details how the service works, how it was created through a partnership with dozens of banks, and what the future holds in store.
DTCC’s FRTB service is a comprehensive “real” price observation data solution that is helping banks globally comply with the Fundamental Review of the Trading Book – or FRTB.
The service enables banks to meet their “real” price criteria and effectively and efficiently perform critical RFET (Risk Factor Eligibility Test) for NMRF (Non-Modellable Risk Factors) stress tests.
Click here to read the article by Markets Media.