2026 Regulatory Update: Margin, Market Risk, Stress Tests & Geopolitics
2026 is shaping up as a year where “business-as-usual” in capital markets gets stress tested from every angle. Margin model governance, market risk capital design choices, and new supervisory focuses could have substantial impacts on capital add-ons.
Additionally, with fragmented implementation across jurisdictions, rising demands for model transparency, and regulators explicitly spotlighting geopolitical shocks, the usual regulatory playbooks start to look brittle.
Join Franck Rossi of Numerix on February 4 at 10am EST as he discusses how 2026 regulatory shifts across multiple dimensions will reshape capital efficiency and regulatory strategy for banks.
Franck will cover:
- Eurozone regulatory approvals for Standard Initial Margin Models (SIMM)
- FRTB strategy choices and flexible Non-Modellable Risk Factors (NMRFs)
- Navigating fragmentation: implications of uneven FRTB rollouts
- IRRBB outliers and capital impacts
- Increased stress-model disclosures and geopolitical stress testing
Featured Speakers
Franck Rossi
Franck Rossi is Vice President of Product Management at Numerix, responsible for product strategy and thought leadership related to banking and derivative risks. He works with clients to understand and document their requirements so Numerix can develop the required functionality in its software.
Prior to joining Numerix, Mr. Rossi worked at Thomson Reuters in Product Management for Regulations, Analytics and Structured Products, and at HSBC in Interest Rate Structured Products. He holds an MSc in Finance and Mathematics from Paris-Dauphine University.
Greg Murray
Greg Murray is responsible for increasing awareness of the Numerix brand in financial markets around the globe and contributing to Numerix’s strategic growth initiatives. Previously, he oversaw product and field marketing initiatives at the company, and he started his tenure in a sales role. Prior to Numerix, Mr. Murray worked in derivative analytics sales roles at other software firms, and he held derivative trading positions for seven years as an option market-maker and proprietary trader across a variety of asset classes.
