ActiveViam launches FRTB SA QIS SaaS

ActiveViam |
July 25, 2022

The new FRTB SA QIS SaaS offering from ActiveViam turns the compulsory exercise into an opportunity to start industrializing your FRTB reporting process.  Financial firms  will be able to explore their FRTB calculations using an award-winning ISDA-certified solution fully pre-configured to produce the information needed for the QIS exercise.

ActiveViam, the global leader in financial services data analytics, announced today the launch of a new product: FRTB SA QIS, a Software as a Service (SaaS) solution. 

The solution, built on our award-winning technology, is designed for banks and supervisory authorities who want to benefit from a certified implementation of the SA methodology to respond to the Basel monitoring exercise (QIS) without the aid of software developers and without the expense of added IT infrastructure. 

Unlike simple calculators, the solution enables deep, precise analysis, going beyond just reporting to allow for actual explaining of the figures. This is key to making the most of the QIS exercise and ensuring banks are truly ready for FRTB.

The initiative is aimed at early adopters of the FRTB rules as well as banking practitioners who are building the tools or technology infrastructure to calculate regulatory capital  or who are evaluating solutions available on the market. With FRTB SA QIS they can explore the technology already used by more than a dozen banks in production and see it applied to the example of the QIS reporting. 

Instead of writing code, validating calculations and deploying into production, ActiveViam’s FRTB SA QIS SaaS enables risk managers to import their portfolios in the industry standard (ISDA CRIF) format and visualize the capital calculations at slices and breakdowns required by the regulatory data collection exercise.

Our goal with this new product is to make the FRTB SA QIS experience easy and productive.

“In the FRTB SA QIS offering we packaged the ISDA-certified, multi-jurisdictional and vetted functionality of our flagship product – the FRTB Accelerator, which is in production today at several major banks and was recognized by the Risk Markets Technology Award as FRTB Product of the Year 2021,” said Colleen Cosgrove, Director of R&D Apps at ActiveViam. “We curated the scope of the FRTB SA QIS to simplify the learning curve and to focus on supporting the regulatory monitoring exercise. Beyond this product, we are also launching a full FRTB SaaS platform, as a natural evolution of this offering. We are speaking with prospective customers looking to become early adopters and development partners.”

Here is a breakdown of the experience with the FRTB SA QIS product:

  • Schedule a call or book a call to better understand your needs and help to configure the service: what are the jurisdictions required? What is the size of your datasets? How long do you want to book for the analysis?
  • You will be given access to the solution launched with a sample portfolio to get familiar with the application
  • You can upload your sensitivities and exposures in ISDA CRIF format
  • You gain access to a dedicated FRTB analytics application, where you can explore the input risk data and all intermediary calculations to the capital numbers.

Contact us to learn how you could try out the service.

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