Presented at Risk Japan Conference | June 2016

This presentation entitled “Fundamental Review of the Trading Book: Market Risk (FRTB-MR)” was given by Mr. Frank Rossi of Numerix at the Risk Japan Conference in Tokyo on June 9th.

The presentation addresses:

  • Internal Model Approach
  • Standardized Approach

 

Numerix Presenter Bio:

Mr. Frank Rossi, FRTB Specialist and 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.

Complete the form to the right to download this slide deck from Mr. Rossi's June 2016 Risk Japan Conference presentation.

Download Slides

Complete the form below to download this slide deck from Mr. Rossi's June 2016 Risk Japan Conference presentation.

Select Form: 

Form #4: Conference Presentation

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

* Required fields
white paper

White paper | Perspectives 2023: How Financial Institutions Are Continuing to Hedge

on-demand webinar

On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

on-demand webinar

On-Demand Solution Webinar | PnL Explain: Strategic Trading Book Insights for Traders, Risk...

on-demand webinar

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

conference

Bond Pricing Institute (BPI) Annual Conference

newsletter issue - Jul 17, 2023

Thinking Derivatively – July 2023 Newsletter

industry conference

Risk Live North America

conference

Asia Risk Congress 2023

on-demand webinar

A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application

newsletter issue - Jun 13, 2023

Thinking Derivatively – June 2023 Newsletter

white paper

White paper | For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes

conference

Risk Japan 2023