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.

The Latest on FRTB

White Paper – Mar 28, 2017
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.

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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...

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– Dec 29, 2016
Five Questions that Reveal FRTB’s Real Business Impact

NUMERIX VANTAGE POINT SERIES

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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...

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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...

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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 (...

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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...

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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

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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.

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FRTB Resources & Solutions

FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
On-Demand Solution Webinar | FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
NUMERIX ON-DEMAND SOLUTION WEBINAR

FRTB-SA Analytics: Transforming a Regulatory Obligation into an...
White paper | As Action Time Nears, Be Aware of These 3 Big FRTB Issues

As Action Time Nears, Be Aware of These 3 Big FRTB Issues
We are finally nearing FRTB’s finish line, with...
White paper | Technology and Human Disruptors Impacting the Capital Markets
In today’s rapidly transforming capital markets dynamics, awareness and understanding of the likely impact of...
Article | A Few Insights into Crypto Risk

A Few Insights into Crypto Risk
In 2021, the value of the crypto market exceeded $2 trillion. The market was...
White paper | The State of XVA Usage in Latin America – A 2022 Update
This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which...
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation
The crypto market has stood out as one of the most lucrative trading ecosystems as market participants maintain...
Checklist | Where are you in your SEC Rule 18f-4 implementation?

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

Attention all ETF and Fund companies. The SEC is adopting a...
Article | Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology

Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in...
White paper | The XVA Challenges Energy Traders Face in a Complicated and Volatile Market
Despite being a multitrillion-dollar global industry, energy markets have yet to adopt industry-standard, widely...
White paper | New QuantTech Platforms Paving Way for More Effective Trading Operations
As new challenges and increasingly competitive forces continue to impact the capital markets, many financial...

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