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.
Risk Japan 2023
White paper | Assessing How Businesses Across the Globe Are Addressing Inflation-Driven Risk...
Risk ASEAN 2020
Thinking Derivatively – April 2023 Newsletter
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining...
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations
Portfolio Management Using Advanced Market & Credit Simulations
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions...
Asia Risk Congress 2022
CrossAsset SEC Rule 18f-4 Solution | Fact Sheet
CrossAsset Structured Finance | Fact Sheet
CrossAsset Structured Finance