3rd Edition Fundamental Review of the Trading Book 2019 is a conference dedicated to the requirements under the finale FTRB rule.
Topics
- How the boundaries between the trading and banking book are clearer
- The final FRTB rule from the regulatory experts
- Alignment between FRTB processes and PL
- Challenges in qualifying the internal model approach
- Challenges with data and technology with FRTB implementation
Who should Attend
Senior attendees with job titles such as:
- Head of Market Risk
- Chief Risk Officer
- Head of Market Risk Analytics
- Head of VaR
- FRTB Project Lead
- Head of Model Risk (market risk models)
- Head of Capital Management
- Capital Management Area
- Head of Market and Capital Risk Modeling
- Head of Capital and Market Risk
- Internal Audit
- Head of Capital Modeling
- Head of Internal Audit for Market Risk/Basel III Compliance
