Buyer’s Guide: Fundamental Review of the Trading Book Compliance Solutions 2020


Quantifying Vendor Responses to Evolving Investment Bank Business & Trading Models

This report assesses the functional capabilities of nine technology vendor solutions that can be used by investment banks and other types of sellside firms to achieve compliance with the Basel Committee on Banking Supervision’s Fundamental Review of the Trading Book regulations.

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The FRTB rules, which are now set to go live across all affected regions in January 2023, will permanently alter the investment banking industry’s management of the macroeconomic market risks associated with the treatment of regulatory capital risk.

In this regard, GreySpark believes that it is necessary to classify the family of solutions specialised in providing banks with FRTB compliance toolkits as RegTech offerings because they are designed to serve risk management operators whose roles often span both front- and middle-office functions and reporting as well as, occasionally, back-office responsibilities.

The FRTB compliance solutions offerings represented in this report provide investment banking institutions and other types of risk-taking, sellside firms with three forms of engineered reach as an expression of each vendor company’s specific approach to best practice in the fulfilment of the regulation’s mandates. Specifically:

  • data management capabilities;
  • risk management capabilities; and
  • reporting capabilities.

This report reviews the functional capabilities of nine FRTB compliance solutions vendor offerings:

  • ActiveViam ActiveViam FRTB Accelerator;
  • Asset Control Technology Asset Control;
  • Calypso Technology Calypso;
  • FIS Global FIS Adaptiv Market Risk;
  • Murex Financial Technology MX.3 for Capital Charges: FRTB;
  • Quantifi Ltd Quantifi FRTB;
  • Razor Risk Technologies Razor;
  • Vector Risk Vector Risk Service; and
  • Xenomorph Software Xenomorph Platform.

Published on: 19 Jun, 2020


  • 1.0 The Fundamental Review of the Trading Book Compliance Solutions Business & Functionality Landscape
    • 1.1 The Business Perspective
    • 1.2 Functional Capabilities Perspective
  • 2.0 Assessing the Surveyed Fundamental Review of the Trading Book Compliance Solutions
    • 2.1 Methodology
    • 2.2 Functional Analysis of the Vendor-provided Data
  • 3.0 Vendor Sheets: Fundamental Review of the Trading Book Compliance Solutions
    • 3.1 ActiveViam
    • 3.2 Asset Control Technology
    • 3.3 Calypso Technology
    • 3.4 FIS Global
    • 3.5 Murex Financial Technology
    • 3.6 Quantifi Ltd
    • 3.7 Razor Risk Technologies
    • 3.8 Vector Risk
    • 3.9 Xenomorph Software
  • 4.0 Appendices
    • 4.1 Table of Figures

Report Data & Figures

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