Thomas Obitz

Founder, expert advisor and programme manager FRTB, RiskTransform

Thomas Obitz, a Risk Learning faculty member, has more than 20 years of consulting experience in Investment and Commercial Banking and broader financial markets. He focuses on risk transformation and works with global banks on their implementation of FRTB. Thomas has publications on risk change and FRTB, is GARB FRM certified and has a MSc in financial mathematics.

Articles by Thomas Obitz

Risk management

FRTB’s risk factor framework is more punitive than it seems

Regime’s constraints may mean risk factors drop in and out of modellability far more frequently than dealers think

06 Jan 2017

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