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Regulatory Data

Refinitiv Trade Discovery (FRTB)

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  1. Overview
  2. Features & benefits
  3. How it works

An overview of Refinitiv Trade Discovery (FRTB) 

Fundamental Review of the Trading Book (FRTB) is the revised global market risk framework defined by the BCBS (Basel Committee on Banking Supervision) to address known issues in the current regulatory framework. FRTB requires banks adopting their own models (Internal Models Approach) to pass the Risk Factors Eligibility Test (RFET), this compliance test aims to assess the level of liquidity associated with risk factors used in their market risk models. The Refinitiv Trade Discovery product supports banks adopting their own models to comply with the RFET by providing trade and committed quote observations for cross-asset class instruments, both exchange traded and OTC, sourced from exchanges, regulated trading platforms, and market infrastructure providers.

Key facts 

  • Data format
    JSON
  • Delivery mechanism
    API
  • Publishing frequency
    Daily
    End of Day

Features & Benefits

What you get with Refinitiv Trade Discovery (FRTB) 

  • Refinitiv Trade Discovery delivers cross-asset class trade observations at instrument level, for both exchange traded and OTC derivatives. Each such trade or quote observation include trade data fields, such as the trade execution and publication dates, the underlying instrument identifiers (RIC and ISIN) and a unique observation permanent identifier, as well about 60 T&Cs attributes, that include issuer details, product classification, maturity, optionality, rates and credit attributes.
  • Data is delivered daily via output files stored into the Refinitiv Data Platform Client File Store, whereby each daily file contains the trade observations published by a given content package. 1 year of historical data is additionally provided for each content package in scope. Historical data is also stored in the Client File Store as output files and each such file contains the trade observations published on a given day of the history.
  • Customer can get access to the output files stored into the Client Files Store via the related API.

How it works

 Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Refinitiv Data Platform

The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management
Data Formats:
JSON
Delivery Mechanisms:
API
Publishing Frequencies:
Daily
End of Day

DETAILED DATA SUPPORT

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