/ Blog

The Changing Face of Risk Management

by Percentile 2 min read
Risk has gone through three distinct phases over the last 30 years. The changes have reflected both the external focus on the financial services industry from regulators and the way that technology has changed what’s possible. It’s a process that’s likely to continue as the industry strives to achieve...
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/ Events

Percentile at FRTB Summit 2017

by Percentile 1 min read
London – 28-29 March 2017 Percentile is attending the 3rd Fundamental Review of the Trading Book Summit, Europe’s leading FRTB Summit, featuring the ECB, Bank of England and top FRTB experts. Steve Hicks, who leads Percentile’s FRTB development, will be discussing the challenges of P&L Attribution tests on a...
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/ Article, Blog

FRTB: P&L Attribution Challenges

by Percentile 3 min read
27 March 2017, Steve Hicks A year after Basel’s new Minimum capital requirements for market risk (commonly referred to as FRTB) were published, its P&L attribution tests remain a major issue for banks needing to implement it – both in the lack of clarity around it and the potential...
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