New regulations like FRTB (part of the upcoming Basel IV set of reforms) pose significant risk management challenges. However, in these challenges lies an opportunity: Banks are using FRTB mandates in order to build a firm
foundation for future risk management and compliance applications that lower development and staffing expenses, optimize reserve ratios, maximize available capital and drive investment profits.
This webinar discusses why your financial services firm should build your own internal risk models to avoid the higher capital reserve requirements set by regulators. This approach requires connected data, traceability and the speedy calculation of aggregate risk, but it results in lower reserve requirements and higher profits. We'll present a demonstration of such internal risk models, including a real-life scenario to showcase the value of graph technology.
Benoît est un développeur en informatique passionné par les nouvelles technologies et la philosophie du libre.
Kelsey Bieri is a Data Governance Analyst at ICC in the Master Data Management and Data Governance Practice. She has contributed to numerous data governance and data lineage projects in the Banking industry, helping organizations build a better understanding of their data universe. Kelsey holds a degree in Management Information Systems from the College of Business at Ohio University.