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3RD FUNDAMENTAL REVIEW OF THE TRADING BOOK SUMMIT
March 28, 2017 - March 29, 2017
Mar 28, 2017 – Mar 29, 2017
Europe’s Leading FRTB Summit, featuring the ECB, Bank of England and the top FRTB experts from Banks – over two separately bookable days.
Following the publication of the Basel FAQs – analyse the latest implementation, strategy and modelling challenges and benchmark your strategy with the key FRTB stakeholders.
With the incoming publication of the Basel FAQs, 2017 is the key year for firms to jump start their FRTB programs for implementation.
Day 1 – FRTB Regulation, Impacts and Implementation: Overview of the Basel FAQs, Latest SBA v IMA Capital Analysis, Impacts on Risk Appetite and Desks, FRTB Project Leads Panel
Day 2 – FRTB Modelling Challenges: P&L Attribution proposals, Industry solutions to NMRFs, Expected Shortfall and Computation, Calibrating the SBA Approach
Do not miss out, register now and save 10% courtesy of GBAF.