Thomas Obitz

Founder, expert adviser 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

Scaffolding on the Palace of the University of Bucharest’s facade is half-covered by an idealised version printed on a sheet

Comment

The state of IMA: great expectations meet reality

Latest trading book rules overhaul internal models approach, but most banks are opting out. Two risk experts explore why

26 Jan 2026

Overlaid mathematical formulas breaking up on blue television screen background

Comment

NMRF framework: does it satisfy the ‘use test’?

Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts

26 Nov 2025

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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