FRTB is a work in progress. Even if we do not yet know every minute detail of the final regulations, banks will need to identify today the tasks they must perform – and the resources required to perform them – to be ready for 2019.

In this multi-page FRTB special report key contributors from across the industry weigh in on the most pressing issues impacting FRTB planning, implementation and execution.

This report includes:

  • Blueprint for FRTB: Building a future-state business strategy, Satyam Kancharla, CSO, Numerix
  • P&L Attribution: The P&L Attribution Mess, Duncan Wood, Risk.net
  • Modelling: Banks warn of FRTB internal model approval gridlock, Matthew Stevens, Risk.net
  • Adjoint Algorithmic Differentiation: Banks fear costs from loss of AAD under simpler FRTB rules, Nazneen Sherif, Risk.net
  • Q&A: Lining up the Fundamentals, Steve O'Hanlon, CEO, Numerix

Download Report

Complete the form below to download this complimentary Report.

Select Form: 

Form #3: Analyst Report

Sign me up to receive "Derivative Insights & Innovations" monthly newsletter by Numerix:

* Required fields
written blog

The FRTB Path to Readiness: Navigating a Maze of Obstacles

newsletter issue - Jun 15, 2017

Derivative Insights & Innovations - June 2017

white paper

New Best Practices for Operating in Today's Capital Markets Reality

industry conference

Risk Management and Trading Conference 2017

conference presentation

From Theory to Implementation

conference presentation

Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts

written blog

Could SaaS be the Key to Unlocking FRTB Complexity?

press release - May 6, 2017

The Numerix FRTB App Now Available on Microsoft AppSource

newsletter issue - May 4, 2017

Derivative Insights & Innovations - May 2017

video blog

FX Derivatives: Electronification, Regulation, Globalization and the Market Outlook

press release - Apr 12, 2017

Numerix Wins Best Sell-Side Credit Risk Product for 5th Year Running

analyst report

Risk Magazine April 2017 Special Report | Fundamental Review of the Trading Book