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Fundamental Review of the Trading Book | FRTB, CVA, Market Risk Conference

April 19, 2016 - April 20, 2016

Fundamental Review of the Trading Book | FRTB, CVA, Market Risk Conference

The Center for Financial Professionals invite you to attend the Fundamental Review of the Trading Book 2016, a two-day Conference set to feature interactive discussions and presentations from over 20+ Senior Market Risk Professionals who will address:

  • IMPLEMENTATION
  • TRADING BOOK AND BANKING BOOK
  • INTERNAL MODEL
  • NON-MODELLABLE RISK FACTORS
  • FRTB CORE TEXT
  • DEFAULT RISK CHARGE
  • TRADING DESK
  • REVISED STANDARDISES APPROACH
  • MARKET DATA
  • CVA

Presenters include the following:

  • Sylvain Martinez, Head of Market Risk & Analytics, ICBC Standard Bank
  • LudovicLelegard, Head of Market Risk Analytics, Global Risk Analytics, HSBC
  • Raphael Albrecht, Head of Regulatory Credit Portfolio Modelling, Credit Suisse
  • Pascal Gibart, Head of Market Risk Analytics, Credit Agricole CIB
  • Dirk Scevenels, Head FI/FM Quants, Credit & Trading Risk, ING
  • Alan Smillie, Head of Economic Risk Modelling, Nomura
  • Plus more including Standard Chartered Bank, Deutsche Postbank, Lloyds Bank, BNP Paribas, UBS, UniCredit Group.

Day one of the Conference will open with a keynote panel discussion with ICBC Standard Bank, UBS, Natixis, and BNP Paribas to assess the implementation challenges surrounding the fundamental review of the trading book. Day one will also include sessions on assessing the trading book and banking book boundary, model eligibility, IMA& standard rules, and non-modellable risk factors.

Day two will bring together Mizuho International, Credit Suisse, UniCredit Group and RBS to review the end of year FRTB finalisation paper. You and your colleagues can also discuss and debate moving from incremental risk charge to default risk charge, reviewing the definition of the trading book, market data classification, and implementing a revised CVA capital framework.

To register or for further information please contact the Center for Financial Professionals at marketing@cfp-events.com or +44 (0) 20 7164 6582.

15% Discount Code: GB15

Details

Start:
April 19, 2016
End:
April 20, 2016
Event Category:

Venue

Unnamed Venue
London, United Kingdom + Google Map