FRTB: The Technology Considerations and What You Need to Know
In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the differences between risk-neutral dynamics and real-world dynamics, and the important role of risk premia.
Written Blog –May 8, 2017
Could SaaS be the Key to Unlocking FRTB Complexity?
This blog post discusses how Numerix FRTB helps banks embrace cloud technology as they prepare for FRTB today, and...
–Dec 29, 2016
Five Questions that Reveal FRTB’s Real Business Impact
NUMERIX VANTAGE POINT SERIES
Press Release –Feb 24, 2017
Celent Names Numerix Advanced FRTB Technology and Service Awards Winner
Numerix Recognized as Category Leader in two Celent ABCD Dimensions for Market Risk and FRTB Solutions
New York...
Written Blog –Feb 23, 2017
FRTB: The Picture Is Now Recognizable—And Clearly, It’s Time to Consult with FinTech
James Jockle, Chief Marketing Officer of Numerix
I wouldn’t be surprised if some banks see FRTB as a jigsaw...
Written Blog | Info Graphic –
Dec 2, 2015
A Checklist of FRTB Priorities in Focus | Info Graphic
Can your organization's technology infrastructure support the newly finalized Fundamental Review of Trading Book (...
On-Demand Webinar –
Jul 14, 2016
FRTB's Sensitivity Based Approach Webinar Series
Numerix Webinar Series
FRTB's Sensitivity Based Approach Two-Part Webinar Series
The original capital...
On-Demand Webinar –
Nov 10, 2016
Data Dependence Day: Risk Data Aggregation Challenges with FRTB and SA-CCR
Risk data and data aggregation challenges and how banks are tackling them
Video Blog –May 24, 2016
FRTB Market Risk Capital Fundamentals Explained
Sammy Colas breaks down the two methodologies outlined by the final FRTB market risk capital regulation.