Case Study: China CITIC Bank achieves rapid FRTB compliance and streamlined capital reporting with SS&C Technologies' Algorithmics FRTB solution

China CITIC Bank rapidly implements SS&C Algorithmics FRTB Solution, driving efficiencies and best practices

China CITIC Bank, a major nationally comprehensive commercial bank with operations across Asia, Europe and the US, faced a tight regulatory deadline to comply with FRTB and manage its Basel III market risk capital project. The bank required a scalable, high-performance, easy-to-implement solution; it selected SS&C Technologies’ SS&C Algorithmics FRTB SA Module to meet those needs.

SS&C Technologies implemented its Algorithmics FRTB solution to define trading/banking book boundaries, speed ETL/data mapping with an FRTB-ready data model, and run a core sensitivity calculator plus the Workspace Analyzer reporting engine and Sandbox what‑if tools. The deployment produced validated FRTB SA capital numbers, automated sensitivities and live drill-down reports, enabled slice-and-dice and SA additive decomposition, and went live in six months—faster than expected—allowing China CITIC Bank to meet regulatory requirements and gain better control of capital allocation.

China CITIC Bank

Ma Rui

Director of Market Risk, Risk Management Department