Securing Regulation Compliance and Competitive Advantage

FRTB Flow Image

NAG® FRTB Regulatory Change Services
Data Sourcing
Model Governance
Target Operating Model
Regulatory Change & Program Management
Pass eligibility, avoid penalties, and take advantage of lower capital requirements.

Our exceptional Data Sourcing service gives you:

  1. Processes by which to identify, assess and monitor against Market Risk Frameworks
  2. Data and expertise to align Front Office and Risk
  3. Effective processes for creating and building tests
  4. The right data for FRTB compliance (close gaps in your data)

 

 
Meet FRTB regulation whilst keeping key resources focussed on key tasks.

Our Model Governance gives you:

  1. A full Independent Review of your bank's FRTB readiness & Model Risk Frameworks

  2. Independent evidence-based reporting on FRTB readiness for submission to regulators

  3. Jurisdictional Variance management

Give your organisation the ultimate competitive edge.

We will offer expert advice on developing your Target Operating Model, giving you:

  1. Consultation on the Trading Book/Banking Book boundary process

  2. Identification of gaps in desk supervision and calculation

  3. Computational and storage demands of FRTB, including parallel operation with existing Risk systems

Reduce risk whilst optimising your business for the future.

Full scope, expertise and advice on the most effective way of implementing FRTB to your bank with a focus on:

  1. Gap analysis to identify your individual business needs

  2. Assistance in building structure for delivery

  3. Assistance in managing the program and change effectively

Why NAG for FRTB Services?

NAG was founded in 1970 as an inter-University collaborative venture combining the talents of globally renowned mathematicians. We have a proud tradition of solving difficult problems and are confident in the quality of our services, with over 95% of our employees benefiting from a PhD or MSc.