
SAS® Capital Requirements for Market Risk
A comprehensive view of risk, efficient FRTB compliance.
Efficiently comply with the Basel Committee's overhaul of the market risk regulatory capital framework – the fundamental review of the trading book (FRTB). Prebuilt modules for both the Standard Approach (SA) and Internal Model Approach (IMA), plus other risk measures defined by FRTB, ease your path to compliance. And a comprehensive view of market risk helps you increase transparency, reduce operational costs and make better-informed decisions.