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Numerix FRTB solution

The Numerix FRTB banking solution helps you navigate the complex regulatory demands of the Fundamental Review of the Trading Book (FRTB). Built on Microsoft Cloud technology, this high-performance Software-as-a-Service (SaaS) solution allows you to conduct impact assessments and demonstrate ongoing compliance.

Read more about FRTB readiness

Solution benefits for Numerix FRTB


Start with an FRTB impact assessment

Using the FRTB solution, you can conduct an early stage impact assessment and decide between a standardized approach and an internal models approach for each trading desk.

Streamline ongoing FRTB compliance

The FRTB solution gives you better awareness of how your capital is being utilized. Improve executive-level risk visibility and have greater confidence as you engage with regulators.

"With Numerix FRTB on Azure, our banking customers are discovering the power of the cloud for optimizing trading operations and capital efficiency under a very challenging regulation."

Satyam Kancharla

Chief Strategy Officer, Numerix

How it works

Numerix FRTB infographic

Built on Microsoft Cloud technology, the Numerix FRTB banking solution helps you understand how FRTB affects your regulatory capital requirements.

Start by using the solution to assess your bank’s FRTB readiness through an early impact assessment. Based on the results, you can determine the optimal modeling approach for each trading desk in your organization. This solution supports both the standardized approach and internal models approach.

The impact assessment exposes possible vulnerabilities in current processes or calculations. You can use these findings to develop a cohesive compliance strategy as FRTB implementation draws nearer.

Next steps

Try the app, connect with a Microsoft partner, and meet with Microsoft architects and technology strategists for customer workshops.

Contact a Microsoft Technology Center

Get in touch with a local MTC near you. Our architects can deliver a customer workshop to address your specific business needs.

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