Numerix thought leadership, insights and research on the standardized approach for measuring counterparty credit risk exposures (SA-CCR), used for measuring counterparty credit risk associated with OTC derivatives, exchange-traded derivatives, and long settlement transactions (scheduled to take effect January 1, 2017).

May 24, 2016

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final FRTB market risk capital regulation – the sensitivity based approach and the internal model based approach. He explains how they...
Video Blog
Dec 2, 2015
Can your organization's technology infrastructure support the newly finalized Fundamental Review of Trading Book (FRTB) changes?
Word on the street is that implementing FRTB by the 2019 deadline will be a herculean task for many banks, and the...
Written Blog| Info Graphic
Jan 7, 2016
With the new year upon us, the buzz surrounding the finalization of the Basel Committee on Banking Supervision’s (BCBS) Fundamental Review of the Trading Book: A Revised Market Risk Framework (FRTB) guidelines—along with the significant impact they...
Written Blog
Nov 30, 2015

In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and Technology at Greenwich Associates about trends in volatility. - See more at:
Video Blog
Apr 29, 2016
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that the Fundamental Review of the Trading Book’s (FRTB) Market Risk framework is finalized, the next piece of the FRTB puzzle to be...
On-Demand Webinar
May 17, 2016
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for implementation (with a new deadline of January 1st, 2019 for local translation and Dec 31st for latest date for 1st report submission...
White Paper