Presented at Risk Japan Conference | June 2016

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:

  • Internal Model Approach
  • Standardized Approach

 

Numerix Presenter Bio:

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.

Download Slides

Complete the form below to download this slide deck from Mr. Rossi's June 2016 Risk Japan Conference presentation.

Select Form: 

Form #4: Conference Presentation

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

* Required fields
press release - Mar 8, 2017

Numerix Acquires TFG Financial Systems to Deliver Scalable, Real-Time Risk Platform of the Future

written blog

FRTB: The Picture Is Now Recognizable—And Clearly, It’s Time to Consult with FinTech

solutions

Fund Services Solutions

conference, industry conference

Buy-Side Risk Europe

conference, industry conference

Risk Korea

white paper

The Fundamental Review of the Trading Book: Key Challenges and Implementation Headaches

on-demand webinar

FRTB: The Smoking Gun for Legacy Banking Technology

analyst report

Risk Magazine | FRTB Implementation Survey & Internal Risk Transfer

conference presentation

Real-World Scenarios for Equity and Foreign Exchange Processes

product collateral

Numerix FRTB Brochure

press release - Nov 29, 2016

Numerix Introduces High Performance FRTB Solution

analyst report

Celent | FRTB and the Upcoming Renaissance in Market Risk Management, Part 2