Editorial & Advertiser Disclosure Global Banking And Finance Review is an independent publisher which offers News, information, Analysis, Opinion, Press Releases, Reviews, Research reports covering various economies, industries, products, services and companies. The content available on globalbankingandfinance.com is sourced by a mixture of different methods which is not limited to content produced and supplied by various staff writers, journalists, freelancers, individuals, organizations, companies, PR agencies Sponsored Posts etc. The information available on this website is purely for educational and informational purposes only. We cannot guarantee the accuracy or applicability of any of the information provided at globalbankingandfinance.com with respect to your individual or personal circumstances. Please seek professional advice from a qualified professional before making any financial decisions. Globalbankingandfinance.com also links to various third party websites and we cannot guarantee the accuracy or applicability of the information provided by third party websites. Links from various articles on our site to third party websites are a mixture of non-sponsored links and sponsored links. Only a very small fraction of the links which point to external websites are affiliate links. Some of the links which you may click on our website may link to various products and services from our partners who may compensate us if you buy a service or product or fill a form or install an app. This will not incur additional cost to you. A very few articles on our website are sponsored posts or paid advertorials. These are marked as sponsored posts at the bottom of each post. For avoidance of any doubts and to make it easier for you to differentiate sponsored or non-sponsored articles or links, you may consider all articles on our site or all links to external websites as sponsored . Please note that some of the services or products which we talk about carry a high level of risk and may not be suitable for everyone. These may be complex services or products and we request the readers to consider this purely from an educational standpoint. The information provided on this website is general in nature. Global Banking & Finance Review expressly disclaims any liability without any limitation which may arise directly or indirectly from the use of such information.

6th Edition Impact of the Fundamental Review in the Trading Book

Start Date: 27th May 2019


End Date: 29th May 2019

Venue: London

website link


This marcus evans conference will look at the new differences between the SBA and IMA under the FRTB, along with questions surrounding NMRFs, the continued impact on front office trading and capital, and the steps that Banks should be making in anticipation of a final framework.

Expert Speaker Panel Includes:

  • Oliver Barritt, Chief Market Risk Manager, Mitsubishi UF J Trust Bank
  • Rishaan Ramnarain, Head of Market Risk, Investec
  • Hany Farag, Head of Methodology and Analytics, CIBC
  • Thomas Hougaard, Chief Risk Analyst, Nordea
  • Lorenzo Liesch, Head of Group Financial Risk Methodologies & Models, Unicredit

For more information please visit the event website or contact Yiota Andreou  at [email protected]

Why You Should Attend

This marcus evans conference will look at the new differences between the SBA and IMA under the FRTB, along with questions surrounding NMRFs, the continued impact on front office trading and capital, and the steps that Banks should be making in anticipation of a final framework.

In the last six months the Basel Committee have made large strides by releasing revisions to the minimum capital requirements for market risk in March, consisting of clearer rules surrounding the capital floor, FRTB and CVA and further requirements surrounding NMRFs. All of this has prompted both discussion and action from banks on their FRTB framework. In the wake of the consultation period, banks have a lot of food for thought and will be looking to get everything in order so they can drive the project forward as efficiently as possible once they do have the final framework.

Key Topics

  • Calculate the viability of the internal model approach in light of recent developments to the standardised approach
  • Address how rules surrounding the P&L attribution test will work in practice
  • Examine Non-Modellable Risk Factors in terms of their interpretation and how to resolve them
  • Draw the line between the trading and banking book for each desk with relation to their impact
  • Keep pace with the foundational work surrounding data, systems, and models in preparation for legal implementation and the final FRTB paper
Previous Attendees Include
• ABN Amro Bank
• Banco Espirito Santo
• Bank of England
• Bank of Ireland
• Barclays Bank
• BNP Paribas
• Ceska Sporitelina AS
• Citigroup
• Commonwealth Bank of Australia
• Credit Agricole
• Credit Suisse
• Credito Trevigiano
• Danske Bank
• Deloitte
• Deutsche Bank
• DZ Bank
• Erste Group Bank AG
• Intesa Sanpaolo
• JP Morgan
• Lloyds Bank Commercial Banking
• Mizuho International
• Morgan Stanley
• Natixis CSP Fournisseurs
• Nomura International
• Nordea
• Santander
• VTB Capital
• and many more..

Why Choose marcus evans?

marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.