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.

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