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

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.

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

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.

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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
• AFME
• 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
• HSBC
• ING
• Intesa Sanpaolo
• ISDA
• JP Morgan
• Lloyds Bank Commercial Banking
• Mizuho International
• Morgan Stanley
• Natixis CSP Fournisseurs
• Nomura International
• Nordea
• PWC
• 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.

DATE

Nov 26 2018 – Nov 28 2018

LOCATION

London

website link

 

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Stay Updated To Save Money & Time. Join Our Free Newsletter. 
. Indepth Analysis & Opinion       Interviews          . Exclusive Reports 
. Free Digital Magazines        . News & updates        . Event Invitations
& Much More Delivered To Your Inbox For Free. 
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We Will Not Spam, Rent, or Sell Your Information.
All emails include an unsubscribe link. You may opt-out at any time. See our privacy policy.
 
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