Regulatory Risk Management

Risk Management and Regulatory Risk Management are not the same!

There is a large overlap in the data that they require.  Regulatory risk management generally is much more proscribed.  Basel (which is far from the only set of regulatory risk reporting) has both standard and internal model approach SA vs IMA.  IMA allows internal models, that can more closely reflect non-regulatory risk management models to be used.

The partial list of regulatory reporting and computations are:

• SFTR
• FRTB
• CCAR
• MiFID
• LCR
• CVA