Finmechanics leverages the cloud- and easy integration capabilities of FM Converge to provide an FRTB SA or IMA service to banks. The system provides very high performance of calculation without compromise on accuracy.
Trade, reference and market data extracted from banks trade repository and legacy vendor system
FTRB-SA (VaR, Sensitivity-Based Approach/DRC/RRAO)
FRTB-IMA (Exp. Shortfall by Risk Factor/Liquidity Horizon)
Capital assessment exercise to evaluate capital savings for selected desks under IMA
Implementation on AWS, MS Azzure or private clouds