Fundamental Review of the Trading Book London

This two-day event will comprehensively cover the objectives, theoretical justifications, and practical implications.

18-19 Feb 2015 at The Kingsley Hotel, London, United Kingdom


Fundamental Review of the Trading Book London 18-19 Feb 2015 The Kingsley Hotel, London, United Kingdom
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Risk is delighted to host the Fundamental Review of the Trading Book seminar assessing the strengths and weaknesses of existing market risk frameworks in the banking industry, and debating the measures regulators intend banks to implement in their stead.

The learning objectives of this training course are to gain an understanding of:
- How approving risk models at the desk level with help banks avoid weaknesses in modelling.
- The risk and trading implications of moving the boundary between banking and trading book products.
- How the new standard market risk capital model has been modified to closer resemble internal models.
- The changes to the options available to banks developing internal market risk capital frameworks.
- How Expected Shortfall differs to VaR, how to use it, and why regulators see ES as preferable.

Event Category: Classes / Courses | Professional Training.

Early Bird (register by 26 November): GBP 2199,
Standard Price (after 26 November): GBP 2499.

From: February 18, 2015 08:30
To: February 19, 2015 17:00

The Kingsley Hotel, Bloomsbury Way, WC1A 2SD, London, United Kingdom



Contact email

Contact phone
+1 207 484 9700

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