The Razor Risk FRTB solution is compared to other vendor offerings in a recent report by Celent.
First Reds Then Black
In January 2016, the Basel Committee on Banking Supervision published the final rules resulting from its Fundamental Review of the Trading Book (FRTB). The rules are due to come into effect at the end of 2019 and are encapsulated in BCBS 352, Minimum Capital Requirements for Market Risk.