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What’s new in Atoti FRTB 5.3? Support for the new EBA reporting requirements

Hetal Kapadia

Meet the new EBA reporting requirements with confidence with the latest Atoti FRTB release

The European Banking Authority (EBA) has introduced new reporting requirements for the Fundamental Review of the Trading Book (FRTB) to improve data consistency and risk sensitivity in market risk management, going into effect January 2025. Banks must use standardized templates to report detailed trading book data, including internal models and standardized approaches, on a regular basis. The requirements aim to enhance market discipline, supervisory oversight, and ensure capital requirements align with actual risks. The EBA has provided a structured timeline for implementation, promoting transparency and resilience in the European banking sector.

Our latest Atoti FRTB release supports the new EBA reporting standards by enabling highly granular reporting, essential for meeting the detailed requirements of the new framework. What does that look like?

We’ve added additional fields to the SA cube data model for categorizing data as required, (although they are not used in calculations). These fields include

  • RRAO exemption reason
  • RRAO asset class
  • DRC non-Sec Instrument Type (equity or debt), and
  • GIRR cross currency basis curve counter currency (USD or EUR)

We have also included new levels, such as IRT desk categories, and nearly a hundred new measures, allowing for more precise categorization and analysis of trading book exposures.

Furthermore, we have included additional dashboards that mirror the new report format, facilitating streamlined, real-time data visualization and submission. In fact, check out a preview of some of the new dashboards and the over 50 pivot tables they include.

We’ve included these features to ensure comprehensive, transparent, and efficient compliance with the updated EBA standards. For more information, check out the release notes for Atoti FRTB 5.3.0. And, while you’re at it, join our community to receive regular updates on this and other Atoti products.

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