Atoti FRTB

Product Details

Our Atoti FRTB is an extension of Atoti’s risk and reporting platform that revamps your architecture and brings it up-to-date top to bottom. Its sophisticated implementation provides both FRTB SA and FRTB IMA with the same solution. It not only allows sophisticated capital optimization strategies but provides a holistic approach to managing market risk that breaks through both institutional and data silos. It can be deployed on-prem or on any private or public cloud.

Atoti FRTB:
ISDA SA Benchmarking Unit Tests licensed and certified
Generates results that conform to ISDA Unit Tests
Regularly updates to adapt to compliance changes and non-regulatory business needs
Deploys a powerful what-if engine to empower users to create fully customizable market scenarios
Operates on every level of granularity without sacrificing performance

Atoti FRTB delivers:
A modular approach provides a unified view of either the FRTB SA and FRTB IMA, or both.
Swift integration with existing bank-wide data infrastructure
Extensible to satisfy unique bank needs
Full calculation transparency to answer any regulatory inquiries and investigations by the firm’s analysts
Flexible reporting with drill-down and slicing/dicing that goes beyond the regulatory requirements
Integration with Atoti’s sign-off and limits modules for effective market risk monitoring
Built-in superior data governance enabling adjustments and full approval workflows