IHS Markit Completes POC for FRTB Aggregation
Proof of concept is to test out its FRTB Studio software in a real-time setting.
Markit's FRTB Studio, part of its FRTB suite of solutions, was part of a proof of concept with an unknown European bank to test out aggregation and capital analytics in a real-time environment.
FRTB Studio uses big data technology and integrates into existing risk management infrastructure already in place at banks. It assesses the impact business decisions around P&L attribution, desk restructuring, and modelability have on capital.
Andrew Aziz, global head of Markit analytics, says one of
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