S&P Global has shut down a data solution designed to help banks comply with the Fundamental Review of the Trading Book (FRTB) capital rules. The service specifically addressed non-modellable risk factors (NMRFs), a significant challenge for banks planning to use internal models for calculating market risk capital. The move comes amid questions around the economics of such services, given the relatively low number of banks expected to use internal models and the possibility of regulators easing the requirements. The discontinued product was one of the prominent offerings available to financial institutions navigating the complex new regulations. No market reaction was available.
S&P Global Discontinues Key Data Solution for New Bank Capital Rules
SPGI
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