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3RD FUNDAMENTAL REVIEW OF THE TRADING BOOK SUMMIT

March 28, 2017 - March 29, 2017

FKM63462

3rd Fundamental Review of the Trading Book Summit

London, UK

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.