Deutsche Bank has adopted LSEG’s Trade Discovery tool to ensure compliance with the Fundamental Review of the Trading Book (FRTB) regulation.
FRTB, part of the Basel III package, is designed to tighten market risk exposure measurement criteria and reduce market risk. It includes updated rules on how banks calculate the regulatory capital they must hold in relation to market risk exposure.
This requires capital requirement calculations to be made at the trading desk level and further granularity to be included in reports.
Trade Discovery brings together data on cross-asset class financial instruments traded both on-exchange and over-the-counter (OTC), allowing banks to meet FRTB requirements. Information is gathered from regulated markets and both transparent and opaque OTC markets, through partnerships with subsidiaries including LCH and Tradeweb and external providers such as Fenics Market Data and Parameta Solutions.
Fausto Marseglia, head of product management for FRTB and regulatory propositions at LSEG, commented: “The independent audit of our solution reaffirms its accuracy and regulatory compliance. With our broad data coverage and trusted partnerships with major global market infrastructure providers, we are confident that we can help Deutsche Bank meet the complex requirements of FRTB.”
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