06.05.2024 / 09:00
FRTB Standardised Approach – Sovereign Bonds
Discover with us each financial product's risk types which drive the product’s value. We will also show you how to calculate them!
Governance, Risk Management, Compliance
Stefan Weichert
Director
Martin Otzelberger
Managing Director
Articles
Read the latest articles on Market & Static Data Solutions.
A smart market & static data setup is more than only cost-optimized sourcing and application management. The key is a holistic view on an organization‘s requirements and an aligned strategy. FORRS knows how to build smart market & static data setups.
Our Market & Static DataAdvisory Services
Evaluation and benchmarking of existing market and static data systems, processes and infrastructures
Blueprinting of new data system components or greenfield solutions
Make or buy decisions, system selections, tenders, RfI/RfPs
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Contract and license management and analysis
Integration of new architectural components
Data cleansing and quality assurance concepts
Derived data agreements, concepts and calculations
Curve and volatility surface construction and management
Data mining and data analytics
RelatedNews
18.04.2024 / 10:00
Model Implementation - The Future of Internal Market Risk Models according to FRTB
Discover the relevance of internal market risk models in the era of FRTB regulations. Our partner Stefan Weichert explores institutional hesitations around FRTB model adoption and unveils the potential advantages, including an analysis of cost, income variables, and crucial "soft" factors.
Governance, Risk Management, Compliance
31.07.2023 / 15:55
Value at Risk (VaR) vs. Expected Shortfall (ES)
Historical events like the financial crisis in 2008 have left substantial and persistent impacts on the banks’ contemporary risk management. Two prominent risk measures - Value at Risk (VaR) and Expected Shortfall (ES) - will be closer highlighted and assessed under different market volatility.
Governance, Risk Management, Compliance
Financial Market Losses