Fundamental Review of the Trading Book

The course will cover revised internal model and standardised approaches, the PandL attribution test, modellable and non-modellable risk factors

22-23 Mar 2017 at Radisson Blu Edwardian Mercer Street, London, United Kingdom

Business

Fundamental Review of the Trading Book 22-23 Mar 2017 Radisson Blu Edwardian Mercer Street, London, United Kingdom
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The Fundamental Review of the Trading Book (FRTB) has been a difficult topic for both banks and regulators over the past few years. Debate over the exact meaning of the rules has been fierce and complicated by confusion over definitions and the wording of the most recent iteration of the regulation.


With implementation set for 2019, many companies are still establishing what their FRTB strategy will be, as well as coming to terms with some of the more difficult aspects of the regulation. Risk's FRTB training course is returning for a third year to help provide delegates with implementation strategies, industry case studies, and data management tips, as well as a platform to discuss practical methods on how to come to grips with FRTB within their role.


Risk's two day training course will bring together a variety of industry experts and practitioners to discuss topics including the revised internal model and standardised approaches, the PandL attribution test, modellable and non-modellable risk factors, capital requirements, and data management.


URL:
Inquiries: https://go.evvnt.com/86933-2


Price:
Standard: GBP 2199


Speakers: Dr Nicolae Mera (Director Market Risk Methodology) Credit Suisse, Etienne Varloot (Head of Global Markets Regulatory Strategy and Quant Research) NATIXIS, Roland Stamm (Managing Director) Quaternion Risk Management, Anna Holten Moller (Senior Market Risk Manager) Nordea Bank, Thomas Obitz (Director) RiskTransform, Hans Lotter (Director Risk Methodology) Deutsche Bank, Suman Datta (Director Head of Credit Quantitative Research Financial Markets) Lloyds Banking Group, Jouni Aaltonen (Director Prudential Regulation) AFME

When
From: March 22, 2017 09:00
To: March 23, 2017 17:00
Where

Radisson Blu Edwardian Mercer Street, 20 Mercer Street, Covent Garden, WC2H 9HD, London, United Kingdom

Category

Business

Contact email
charlotte.milman@incisivemedia.com

Contact phone
+44 (0) 207 316 9708

External link

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evvnt Platform

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