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IHS Markit – the London based provider of information and analysis to support the decision-making process of businesses and governments – has teamed up with Oliver Wyman to develop a “comprehensive methodology” for banks to determine risk under the new Fundamental Review of the Trading Book (FRTB) standards. To partnership should help determine which areas of the industry have enough information to base a risk model on. Oliver Wyman will use data from Markit's FRTB Data Service, which combines trade data from partner banks. Yaacov Mutnikas, executive Vice President of Financial Market Technologies at IHS Markit, said: “With Oliver Wyman’s support, we are expecting to produce the first round of results early next year showing which elements of the risk factor universe are modellable and which are not.”

ihs markit

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