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4th Edition Impact of the Fundamental Review of the Trading Book

February 23, 2017 - February 24, 2017

4th Edition Impact of the Fundamental Review of the Trading Book

Transforming to a new trading risk infrastructure and managing the impact on capital management, tackling the P&L attribution and identifying non-modellable risk factors

23-24 February 2017
London, United Kingdom

As the FRTB implementation race begins, it is crucial that banks now get a thorough understanding of the structure of trading desks, refine operating models and the front office and transform the market risk infrastructure effectively in order to meet the so called ‘FRTB standard’. With less that 18 months to go, banks are under pressure to develop high quality and consistent projects that will minimise the risk of capital charges and ensure integrity across the front office, risk and finance departments. The biggest challenge is yet to be addressed: the application of the P&L attribution test and the definition of non modellable risk factors will be key topics.

 This marcus evans event will provide strategic information on the current practices of FRTB and encourage a dialogue between European banks and regulators with the objective to develop cost effective, viable and FRTB compliant business models.


February 23, 2017
February 24, 2017
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