As part of upcoming FRTB requirements, financial institutions with trading activities will need to perform an impact analysis on implementing standardized models, and in some cases, internal models. Basel III finalization will require firms to maintain compliance in a different way to its predecessor. To help comply with FRTB and underlying requirements of credit and market integration, our suite of solutions can help.

OneSumX Market Risk provides risk analytics and techniques ranging from basic sensitivity and gap analysis, through to more advanced value at risk approaches. The OneSumX suite provides solutions with an integrated view of profit and loss with value and risk on the balance sheet - from a risk and a business unit perspective.

We also offer advanced risk metrics capabilities:

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Market stress testing integrated with credit and
behavior risk
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Comprehensive support of parametric, historical and Monte Carlo VARs, including back-testing and stress VAR
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Fund transfer pricing (FTP) rate(s) and profitability measures (NII, EVE)
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Dynamic simulation and forecasting
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Market value of counterparty credit risk (CVA which supports Basel III compliance)
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P&L volatility and P&L explanation by risk factors
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