FRTB is a work in progress. Even if we do not yet know every minute detail of the final regulations, banks will need to identify today the tasks they must perform – and the resources required to perform them – to be ready for 2019.

In this multi-page FRTB special report key contributors from across the industry weigh in on the most pressing issues impacting FRTB planning, implementation and execution.

This report includes:

  • Blueprint for FRTB: Building a future-state business strategy, Satyam Kancharla, CSO, Numerix
  • P&L Attribution: The P&L Attribution Mess, Duncan Wood, Risk.net
  • Modelling: Banks warn of FRTB internal model approval gridlock, Matthew Stevens, Risk.net
  • Adjoint Algorithmic Differentiation: Banks fear costs from loss of AAD under simpler FRTB rules, Nazneen Sherif, Risk.net
  • Q&A: Lining up the Fundamentals, Steve O'Hanlon, CEO, Numerix

Download Report

Complete the form below to download this complimentary Report.

Select Form: 

Form #3: Analyst Report

Sign me up to receive "Thinking Derivatively" monthly newsletter by Numerix:

* Required fields
on-demand webinar

On-Demand Solution Webinar | FRTB-SA Analytics: Transforming a Regulatory Obligation into an...

white paper

White paper | As Action Time Nears, Be Aware of These 3 Big FRTB Issues

industry conference

Risk Live North America

conference

Asia Risk Congress 2023

conference

Risk ASEAN 2020

conference

Asia Risk Congress 2022

white paper

White paper | Technology and Human Disruptors Impacting the Capital Markets

white paper

Article | A Few Insights into Crypto Risk

product

Institutional-Grade Crypto Analytics and Real-Time Risk Management

white paper

White paper | The State of XVA Usage in Latin America – A 2022 Update

white paper

White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for...

white paper

Checklist | Where are you in your SEC Rule 18f-4 implementation?