This presentation entitled “Fundamental Review of the Trading Book: Market Risk (FRTB-MR)” was given by Mr. Frank Rossi of Numerix at the Risk Japan Conference in Tokyo on June 9th.
The presentation addresses:
Mr. Frank Rossi, FRTB Specialist and Director, Product Management, Numerix
Franck Rossi is a Director of Product Management at Numerix, responsible for product strategy and thought leadership related to banking and derivatives regulations. He also works with clients to understand and document their requirements so Numerix can develop the required functionality into its software. Prior to joining Numerix, Mr. Rossi worked at Thomson Reuters in Product Management in Regulations, Analytics and Structured Products, and at HSBC in Interest Rate Structured Products. He holds an MSc in Finance and Mathematics from Paris-Dauphine University.
Complete the form to the right to download this slide deck from Mr. Rossi's June 2016 Risk Japan Conference presentation.
Complete the form below to download this slide deck from Mr. Rossi's June 2016 Risk Japan Conference presentation.
White paper | Structured Credit: The Outlook for 2024
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the...
White paper | Perspectives 2023: How Financial Institutions Are Continuing to Hedge
On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
On-Demand Solution Webinar | PnL Explain: Strategic Trading Book Insights for Traders, Risk...
On-Demand Solution Webinar | FRTB-SA Analytics: Transforming a Regulatory Obligation into an...
Bond Pricing Institute (BPI) Annual Conference
Thinking Derivatively – July 2023 Newsletter
Risk Live North America
Asia Risk Congress 2023
A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application
Thinking Derivatively – June 2023 Newsletter