ベンダー
English

Numerix FRTB

Create a vendor selection project
Click to express your interest in this report
Indication of coverage against your requirements
A subscription is required to activate this feature. Contact us for more info.
Celent have reviewed this profile and believe it to be accurate.
We are waiting for the vendor to publish their solution profile. Contact us or request the RFX.
Projects allow you to export Registered Vendor details and survey responses for analysis outside of Marsh CND. Please refer to the Marsh CND User Guide for detailed instructions.
Download Registered Vendor Survey responses as PDF
Contact vendor directly with specific questions (ie. pricing, capacity, etc)

Overview

Numerix FRTB is a high-performance FRTB 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.

For ongoing regulatory compliance, Numerix FRTB runs daily regulatory reports for all business units from desk level to enterprise level, and calculations can be generated in minutes rather than hours due to Numerix FRTB’s high performance risk engine. Both the Internal Model Approach (IMA) and the Standardized Approach (SA) are supported, so banks can use whichever model is most appropriate for each trading desk.

Key Features

  • Extensive support for both the Internal Models Approach and the Standardized Approach
  • Comprehensive reporting at summary and detail levels
  • High performance risk engine for fast calculations
  • Rapid deployment as a cloud-based solution
  • “What if” scenarios to optimize trading desk configurations Cross asset product coverage, to cover all products traded Intuitive workflow for efficient daily use
  • Dynamic drill down for full transparency (NOT a black box)
  • Flexible market data options, including off-the-shelf connectivity to several data vendors
  • Automation of daily processes and reporting
  • Transform FRTB from a headache to an opportunity

Key Benefits

Fastest calculations in the industry

Numerix FRTB’s high performance risk engine performs daily FRTB calculations in just minutes instead of hours, enabling calculations to be re-run multiple times if necessary to find and fix issues.

Rapid deployment

Available as Software as a Service (SaaS) on the Microsoft Azure cloud, so implementations are much faster and easier than in-house builds or other vendor products

Proven and flexible sell-side pricing models

Our industry leading derivative pricing models can match any Front Office models for P&L attribution purposes, to help trading desks achieve IMA approval

First-to-market solution

Numerix FRTB is a tangible, implementable product and AVAILABLE NOW - not vaporware like many other solutions

Media

Brochures

製品/サービス名 details