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White Paper

Emerging Market Risk Challenges and FRTB

New regulation governs market risk models and increases the capital buffer but only addresses a portion of emerging market risk challenges

About this paper

The financial services industry will need to face big challenges head on – particularly the ability to measure and manage firmwide market risk intraday and on demand. In the age when analysis and trades happen in milliseconds, it is surprising that enterprise market risk systems for most banks are still based on legacy technology and overnight batch processes. The whole system is designed to optimize realtime leverage and profit – not manage firmwide and systemic market risk. A sea change is imminent. 

About SAS

SAS is the leader in analytics. Through innovative analytics, business intelligence and data management software and services, SAS helps customers at more than 83,000 sites make better decisions faster. Since 1976, SAS has been giving customers around the world THE POWER TO KNOW®.

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