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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.

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

At the Microsoft Technology Centers (MTC) we can help you find the right solutions to transform your enterprise business in a mobile-first, cloud-first world.

Contact your Microsoft Account Manager to learn more about the MTC near you or go to www.microsoft.com/mtc to learn more.

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