Effective Internal Risk Models for FRTB Compliance: Risk Modeling Requires Data Lineage
By Jocelyn Hoppa
September 24, 2018 4 mins read
Where did the data come from, originally? That’s a key question that the Fundamental Review of the Trading Book (FRTB) rules will require banks to answer in real-time. Banks must be able to decompose risk models to uncover the full… Read more →
Explore: bank regulations • BCBS • compliance • data connections • data governance • data lineage • financial services • FRTB • investment data • risk analysis
