FRTB in a Fast-Changing World: Is the Regulation Still Relevant?

The final FRTB standards were published by the Basel Committee on Banking Supervision (BCBS) in 2016, a mere 7+ years ago. A lot has happened since then, to put it mildly, including a global pandemic, a major war, raging inflation, and most recently, a banking crisis in the US.

The good news is that we’re finally nearing FRTB’s finish line, with implementation deadlines approaching rapidly in many jurisdictions. But will FRTB live up to its promise? In our fast-changing world, will it still enhance the resilience of banks and the stability of the global financial system as it was intended to?

Join Franck Rossi of Numerix as he provides an update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations

Mr. Rossi covers:

  • Global timelines for FRTB by jurisdiction
  • Possible regulatory arbitrage
  • Quirks of the Standardized Approach
  • Counterintuitive aspects of the Internal Model Approach
  • Key takeaways
 

Featured Speakers:

Franck Rossi, Vice President, Product Management, Numerix

Franck Rossi is a Vice President 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 in 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.

Moderator: Greg Murray, SVP, Marketing & Market Research, Numerix

Greg Murray is responsible for increasing awareness of the Numerix brand in financial markets around the globe, as well as conducting strategic industry research for different departments within Numerix. Previously, he oversaw product and field marketing initiatives at the company, and he started his tenure in a sales role. Prior to Numerix, Mr. Murray worked in derivative analytics sales roles at other software firms, and he held derivative trading positions for seven years as an option market-maker and proprietary trader across a variety of asset classes.

 

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