Numerix FRTB

Numerix FRTB helps banks deal with the complex regulatory demands of the Fundamental Review of the Trading Book (FRTB).

Built on Microsoft Cloud technology, it is a cutting-edge Software as a Service (SaaS) solution that banks use to:

Conduct FRTB impact assessments to inform early stage strategic decisions

• Understand FRTB's potential impact on regulatory capital requirements
• Determine optimal modeling approaches for trading desks (Standardized Approach vs. Internal Models Approach)
• Discover ways to optimize trading operations for capital efficiency
• Uncover compliance challenges so they can be mitigated

Manage ongoing FRTB compliance

• Understand how capital is being utilized and take appropriate trading desk actions to improve capital use
• Provide comprehensive capital reporting and risk insights to inform strategic business decisions
• Engage confidently with regulators

Explore the Numerix FRTB app to see key reports generated for FRTB stakeholders such as Chief Risk Officers, heads of trading desks, and staff in the risk department such as quantitative analysts and production managers.