Look into the ARMS FRTB Suite
For an overview presentation and a sneak-peek into the application suite itself, please view the attached pdf document or go to the youtube video home of ARMS application tutorials.
[Link to pdf] and [Link to video]
As Basel and EU are not yet on the same page as to how the technical details should look, we concurrently have two working versions of our standard model, the Basel QIS version and the EU regulation version.
To discuss how your organization could benefit from the ARMS FRTB Suite, please contact an Algorithmica sales rep.