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TMX Insights solution meets requirements for market risk standards

Monday 18 July 2016 09:28 CET | News

TMX Insights has announced that its risk management solution Razor Risk meets the capital requirements for market risk standards finalized by the Basel Committee on Banking Supervision.

Razor Risk offers financial institutions the ability to calculate and manage market risk capital and performance across desks and business lines.

Razor Risk’s existing solutions provide ‘front-to-back’ analytics where companies can calculate the minimum market risk capital requirements using the expected shortfall based internal model approach or the standardized approach.

TMX Analytics’ real-time and historical database platform integrated with Razor Risk identifies non-modellable risk factors and appropriate liquidity horizons to calculate the capital add-on.

TMX Group provides services encompassing listings, trading, clearing, settling and depository facilities, information services as well as technology services for the international financial community.


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Keywords: risk management, risk standards, risk capital, Razor Risk, TMX Insights
Categories: Fraud & Financial Crime
Companies:
Countries: World
This article is part of category

Fraud & Financial Crime






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