FRTB Service

DTCC’s FRTB Service leverages DTCC’s global set of financial data and vast infrastructure to pool observable transaction data, helping banks meet framework requirements to optimize balance sheet capital.

DTCC’s FRTB service enhances banks' ability to meet their “real” price criteria by allowing them to:

  • Configure their own instruments by taking into account risk factor mapping and bucketing that is tailored to their trading portfolio.
  • Access industry pooled data to achieve modellability for those instruments.

After configuring their instruments, banks enter an assessment query through the service. If the instrument fails assessment, they can quickly re-configure and re-run their query to make another attempt at modellability.

 

FRTB Data Process Diagram 682px

 

FRTB Service Documentation

FRTB Online Help

FRTB Online Help

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