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MX.3
FOR CAPITAL CHARGES: MARKET RISK - FRTB

Secure your regulatory journey to Basel III new minimum capital requirements for Market Risk

BCBS 352, Fundamental Review of the Trading Book is a game changer for risk systems, data and processes. Beyond regulatory compliance, institutions need to reinvent risk infrastructures to deliver converging Front office and Risk methodologies, and meet heavy calculation performance challenges.

MX.3 FRTB delivers an enterprise wide packaged solution addressing both the Standard and Internal Model Approaches, to help banks meet the Basel committee’s compliance deadline, and rapidly anticipate business impacts.

Its high performance Internal Model framework is designed to simplify regulatory approval, leveraging depth and consistency in trading and risk analytics.

The solution covers all asset classes across the full FRTB calculation chain and flexibly adapts to a bank’s existing infrastructure.

 

If you wish to learn more about our FRTB solution, please download the flyer here

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The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.