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3RD EDITION IMPACT OF THE FUNDAMENTAL REVIEW OF THE TRADING BOOK

September 14, 2016 - September 16, 2016

3rd Edition FRTB

This marcus evans event will provide strategic insights from banks of all sizes across Europe in order to reveal emerging best practices to enable firms deal with the aforementioned challenges, with a view to maintaining viable business models under the new regulatory capital demands.

Key Topics

  • Hear the latest clarifications on the Fundamental Review of the Trading book regulation
  • Obtain an in-depth look at the standardised approach and how it works in practice
  • Discover how to deal with non-modellable risk factors, backtesting, and P&L attribution
  • Learn about the evolving dichotomy between internal and standardised approaches, and the impact that this has on the business, including capital optimisation

Website: http://bit.ly/29hXEIp