FRTB Resources & Solutions


In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...
Waters Technology | March 2016 | Anthony Malakian
With the introduction of Numerix Oneview, its a unified analytic...
FRTB: Finalized But Far From The Finish Line
The final text of the Fundamental Review of the Trading Book (FRTB) framework was finally published on January 14...
With the new year upon us, the buzz surrounding the finalization of the Basel Committee on Banking Supervision’s (...
Can your organization's technology infrastructure support the newly finalized Fundamental Review of Trading Book (...

In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and...
Extensions and revisions of bank capital requirements under Basel III have given rise to increased interest in...
While many of the objectives — such as tackling capital adequacy, collateral and liquidity challenges — behind...

Pages