The volume of risk data required to process and analyze to meet the FRTB regulation has expanded dramatically. Calculations have also become more complex. Banks need to compute Expected Shortfall in addition to Value-at-Risk (VaR) and PnL attribution.
At the same time regulators demand that banks and other financial organizations be able to perform accurate risk analytics and deliver bottom line figures on an intraday basis.
ActiveViam’s Atoti+ platform is perfectly suited to efficiently tackle this challenge.
ActiveViam has leveraged nearly two decades of in-memory technology development with the end result being the resolution of complex aggregation calculations at lightning speed. Atoti+ is the result. It offers unparalleled data analytics capabilities, providing multidimensional analysis and ‘What-If’ simulation at your fingertips.
With ActiveViam’s technology, you not only achieve compliance, you effectively upgrade your market risk analytics, enabling you to perform top-down capital optimization and generate more revenue.
With more than a dozen live implementations at banks all around the world, the FRTB specialists at ActiveViam are intimately familiar with all the nuances of the regulation.
Case Study – Erste Group
Read how Erste Group achieved FRTB compliance in a quick and cost-efficient way thanks to ActiveViam’s FRTB Accelerator and what other benefits they gained
The FRTB Accelerator
You can use our Atoti+ platform to build your own custom FRTB solution, or you can achieve compliance in record time by purchasing our FRTB Accelerator.
Built with Atoti+, the FRTB Accelerator is a pre-packaged but configurable software suite that includes all of the formulas prescribed by the Basel Committee on Banking Supervision (BCBS) to solve for FRTB SA and IMA, including calculations to compute and optimize those respective capital charges.
The FRTB Accelerator was awarded a Waters Technology Awards in 2019 in the Market Risk category and was named “FRTB Product of the Year” in the Risk.net Market Technology Awards 2021.
ActiveViam also partnered with ISDA in 2020 and successfully ran the ISDA FRTB SA Regulatory Benchmarking Unit Test.
What they say about Active Viam for FRTB
ActiveViam FRTB solution provides a flexible risk aggregation tool built on high-performance technology that helps firms meet and steer regulatory capital requirements. [It has] comprehensive functionality with a range of pragmatic analytical and operational options ; Excellent integration and analytic capabilities.
Risk Markets Technology Awards 2021
With the FRTB Accelerator, daily regulatory reporting for trading book activities is now faster and provides much more ﬂexibility.
Atoti+ and the FRTB Accelerator are Cloud-native products and can also be deployed as SaaS or on-premise. .