The DTCC FRTB Real Price Observations API provides real price observation data services under the requirements of the Basel Committee on Banking Supervision's Fundamental Review of the Trading Book (FRTB). This reduces banks' operational burdens and non-modellable risk factor (NMRF) capital charges. This API is not yet available, but will be soon.
This API is provided by the Depository Trust & Clearing Corporation (DTCC), an American post-trade financial services company that provides clearing and settlement services. In order to access APIs, developers will need to contact their DTCC Relationship Manager or email RMSupport@dtcc.com with subject line "DTCC API Marketplace Inquiry".
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