Product Overview
Numerix FRTB is a high-performance FRTB (Fundamental review of the trading book) solution that helps banks transform their Front and Middle Offices to comply with FRTB. In the early stages of their FRTB planning, banks can utilize Numerix FRTB to perform impact assessments and regulatory scenario analysis, to help them analyze the projected capital impact of FRTB and make well-informed strategic decisions. By evaluating different “what if” scenarios in Numerix FRTB, they can determine optimal trading desk configurations and model choices (Internal Models Approach vs. Standardized Approach) to achieve maximum capital efficiency.
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