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
on-demand webinar

Preparing for the Switch to SOFR Discounting

industry conference

Risk and Libor Summit USA

news - article pdf - Aug 20, 2019

Americas Derivatives Awards 2019 | Data and Analytics Vendor of the Year


Asia Risk Congress 2019


FIA 12th Annual International Derivatives Expo

on-demand webinar Transitioning to a Post-LIBOR World

analyst report

Aite: XVA in 2019: Valuations’ Generation X

video blog

The LIBOR Transition | The Current State of the Alternative Reference Rates


ISDA 34th Annual General Meeting

industry conference

CBOE 2019 - 35th Annual Risk Management Conference

written blog

A Strategy for Capital Markets Success in 2019 and Beyond: Embrace These Technologies and Trends

written blog

Trends in Fixed Income Dealing for 2019