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FRTB Compliance, Done End-to-End

A single platform that ingests every feed, runs Standardised Model calculations, and produces regulator-ready outputs with full auditability.

FRTB compliance is moving target and capital game-changer. With the EU date now set for 1 January 2027 and other major jurisdictions still calibrating their rules, global banks face heavier market-risk capital, new tests such as P&L attribution, and daunting data demands. IntegraLynx from Resolve brings every data point, calculation and disclosure for the Fundamental Review of the Trading Book into one trusted workflow, so your trading desks can stay capital-efficient and regulator-ready.

Unified Data Connectivity

IntegraLynx ships with adapters for leading front-office, risk, market-data and reference-data platforms. Streaming and batch feeds are normalised into a single schema with lineage tags, solving the data-quality and time-series gaps regulators flag as the root cause of reporting errors.

Advanced Market-Risk Engine

Our engine runs the Standardised Model Approaches, including Expected Shortfall, curvature and default risk, plus desk-level PLA and back-testing. Non-Modellable Risk Factors are detected automatically, with add-on capital calculated per regulatory formulas.

Dynamic Rule Management

Resolve’s regulatory team pushes new rule sets through a cloud service as soon as guidance changes, covering the EU’s 2027 go-live, UK PRA drafts and the US Basel III proposal. This keeps models and validation tests fully aligned without customer downtime.

We didn’t have the resources to build our own system so we transferred the risk. Resolve moved hell and high water to get the project in on-time.

Business Change Programme Director, global insurance client
Automated Reporting and Audit Trail

IntegraLynx generates XML, XBRL and human-readable reports for supervisors, complete with field-level provenance and drill-down. Every calculation is traceable back to source trades, meeting ICMA and BIS transparency expectations.

 

Expert Delivery and Support

Resolve’s specialist actuaries and risk technologists in Dublin and London implement FRTB programmes in close partnership with clients, combining process design, model validation and user training. Our team has been recognised by Deloitte for rapid growth and for innovation in risk technology.

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