Presented at the FRTB Implementation Summit Europe | May 2017

This presentation entitled “From Theory to Implementation” was given by Franck Rossi of Numerix at the FRTB Implementation Summit Europe in London on May 23rd.

The presentation addresses:

  • SA and IMA review on major differences vs Basel 3
  • Other important aspects
  • Use cases

 

Numerix Presenter Bio:

Franck Rossi, Director, Product Management, Numerix
Franck Rossi is a Director of Product Management at Numerix, responsible for product strategy and thought leadership related to banking and derivatives regulations. He also works with clients to understand and document their requirements so Numerix can develop the required functionality into its software. Prior to joining Numerix, Mr. Rossi worked at Thomson Reuters in Product Management in Regulations, Analytics and Structured Products, and at HSBC in Interest Rate Structured Products. He holds an MSc in Finance and Mathematics from Paris-Dauphine University.

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