Our vision is to create a network of Market Risk and CVA practitioners around a free, open-source implementation of the Basel III Standardised Approach Market Risk Capital rules (aka FRTB). Our calculators also encompass the Basel III CVA Standardised Approach and the Basel III CVA Basic Approach. The calculators are flexible and can be configured for a variety of regional variations to the rules.
Based on these core calculators we have also developed some tools for completing regulatory reports, for drill-down and analysis of and explaining the capital charges and a rigorous and comprehensive testing framework. These are available separately - see below or contact us.
Get our calculators on GitHub (https://github.com/frtb-net/FRTB) and contribute your revisions and configurations for more regulatory jurisdictions.
Follow us for updates, announcements and discussions on the regulatory rules and reporting requirements in various regulatory jurisdictions.
Company Details
Frtb.net Questions
Frtb.Net's LinkedIn profile is https://uk.linkedin.com/company/frtb-net
Frtb.Net has
1 employees.
View email and phone details for 1
employees at Frtb.Net.
Frtb.Net's industry is
Banking
Frtb.Net's top competitors are
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Nexabyte,
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Frtb.Net's categories are Banking
Frtb.Net's founding year is 2024
