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Fixed Income & Data Services/Regulation Compliance

Regulation Compliance

The evolving regulatory environment challenges firms to expand data requirements and enhance risk management processes. We offer a range of regulatory-related services designed to help you with your compliance obligations and help improve operational efficiency.

Fundamental Review of the Trading Book (FRTB) establishes minimal capital requirements for market risk for a bank’s trading desks. FRTB is the standard set by the Basel Committee on Banking Supervision (BCBS) whose members represent 28 jurisdictions and over 90% percent of the world’s banking assets and its members are presently implementing these standards. Banks have the option to possibly lower their capital charges by taking the Internal Model Approach (IMA) over the Standard Approach (SA). Banks who take the IMA approach must demonstrate enough real price observations (RPOs) to pass the Risk Factor Eligibility Test (RFET) and perform desk level profit & loss attribution tests (PLAT) to backtest their IMA.

To support banks Internal Model Approach calculations, we provide Real Price observations reports that can help support the RFET as well historical pricing data for Expected Shortfall regression models. We also provide FRTB Standard Approach (SA) analytics calculations.

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Regulatory insights

We understand you need to know not only what regulations are being implemented, but why and how they will impact the industry. Our education-focused portal looks at even the most complex regulations facing the financial services industry. Explore posts, visuals, webinars and videos about key regulations, and gain information and perspective to help you make more educated business decisions.

Regulatory comment letters

ICE Data Services submits comment letters to U.S. and international regulators on proposed rules impacting the industry. Browse our most recent letters using the links below.

Learn more about out Regulatory Solutions

Contact us for any questions about about regulation compliance.