Nav Mathur, Senior Director – Global Solutions – Neo4j
In the aftermath of the Lehman crisis of 2008, financial services firms face a number of new regulations and risk management challenges.
One key regulation is the Fundamental Review of the Trading Book (FRTB), which is part of the upcoming Basel IV set of reforms. The new regulations require banks to reserve sufficient capital to maintain solvency through market downturns and avoid the need for government bailouts.
However, in this challenge lies an opportunity: Banks are using FRTB mandates in order to build a firm foundation for future risk management and compliance applications that lower development and staffing expenses, optimize reserve ratios, maximize available capital and drive investment profits.
This webinar discusses why your financial services firm should build your own internal risk models to avoid the higher capital reserve requirements set by regulators. This approach requires connected data, traceability and the speedy calculation of aggregate risk, but it results in lower reserve requirements and higher profits.
This webinar will also include a demonstration of such internal risk models and will include a real-life scenario to showcase the value of graph technology to realize these risk models and their associated data lineage and risk calculations.