TMX Insights today announced that Razor Risk™, its risk management solution, meets the new minimum capital requirements for market risk standards finalized by the Basel Committee on Banking Supervision in January 2016.

Razor Risk offers financial institutions the ability to calculate and manage market risk capital and performance across desks, business lines and “top of house”.

Building on Razor Risk’s existing high performance solutions, the first key enhancement provides “front-to-back” analytics where firms can calculate the minimum market risk capital requirements using the expected shortfall based internal model approach or the standardized approach.

The second key enhancement utilizes TMX Analytics’ real-time and historical database platform integrated with Razor Risk for identifying non-modellable risk factors and appropriate liquidity horizons to calculate the capital add-on.

For more information, please visit www.tmxinfoservices.com/razor-risk/frtb