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Asset Control’s provides a standard data model that tracks regulatory developments and keeps integration with content providers up to date. Its business rules capabilities can be used for risk factor classification, taxonomies, proxy management, risk factor preparation and eligibility tests

Asset Control’s provides a standard data model that tracks regulatory developments and keeps integration with content providers up to date. Its business rules capabilities can be used for risk factor classification, taxonomies, proxy management, risk factor preparation and eligibility tests

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Asset Control Addresses Critical Market Data Management Requirements with Latest AC Risk Data Manager Developments
6 July 2016

New functionality enables market data integration and calculation for regulatory developments including the Fundamental Review of the Trading Book

Financial data management solutions provider Asset Control announces the latest round of enhancements to AC Risk Data Manager, to help financial institutions address next-level regulatory data management requirements through its powerful market data calculation back-end.

Today’s regulatory requirements, particularly the Fundamental Review of the Trading Book (FRTB), are introducing sweeping changes to market risk management, reinventing the way risk is measured, with significant consequences for the required market data and its quality, for both the internal model approach (IMA) and the sensitivity based approach (SBA).

Asset Control’s AC Risk Data Manager brings a new level of control to the management of critical risk data, reducing the time required to integrate new risk factors and providing the foundation for a common data infrastructure. Developed in consultation with its global client base, AC Risk Data Manager will allow institutions to address the key market data requirements of FRTB through data model extensions and business rules. AC Risk Data Manager’s time series management is equally applicable to stress testing regulation and Independent Price Verification requirements.

Specific FRTB market data management requirements include:

  • Screening and completing time series histories
  • Checking consistency between front and middle office data
  • Managing stress scenarios by appropriately shocking risk factors
  • Configuring and monitoring proxy rules
  • Casting a wider net when sourcing market data by integrating with trading systems and trade repository data to meet ‘real prices’ requirements and prove risk factor modellability
  • Assigning risk categories and liquidity horizons as per the Basel classification

 

Martijn Groot, VP Product Management at Asset Control, comments:

Given the scale of change, it is critical that institutions start assessing what process and system changes are needed in order to address FRTB today. A structured market data management process is required – from efficient sourcing and integration, to risk factor mapping, proxy rule management, and the tracking of quality metrics.”

“Institutions with such a market data infrastructure will reap benefits beyond just FRTB compliance. With our latest enhancements to AC Risk Data Manager, we further strengthen our clients’ ability to deal with the complex and critical area of risk data, allow them to stay on top of stringent regulatory demands, and provide a platform for efficient distribution of verified market data across their organisations.”

 

Martijn Groot