Learn more about FRTB through our analysis of the legislation, its challenges, how the industry is tackling and solving FRTB, along with quantitative insights to approaching the specifics of FRTB guidance.

FRTB Resources & Solutions

As the deadline to Fundamental Review of the Trading Book (FRTB) approaches, banks must be ready to prove...
As the implementation deadline for Fundamental Review of the Trading Book (FRTB) nears, lack of clarity is causing...
Presented at the FRTB Implementation Summit Europe | May 2017
This presentation entitled “From Theory to...
Presented at the FRTB Implementation Summit USA | May 2017
This presentation entitled “Another Look at Some...

Udi Sela, VP of Business Development at Numerix, is a former FX market maker and our resident FX expert at...
We are about half way through the FRTB implementation deadline, with January 2019 looming in the not-so-distant...

With a flood of regulations and new margin rules, the resurfacing of electronification couldn’t happen any sooner...
Presented at GARP's 18th Annual Risk Management Convention | March 2017
This presentation entitled “The...
Presented at Risk Korea | February 2017
This presentation entitled “FRTB-Market Risk: Portfolio-Specific Impacts”...
The broad implications of the revised capital framework proposed under the Fundamental Review of the Trading Book...

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