How rules surrounding the PL attribution test will work in practice
The viability of the internal model approach in light of recent developments to the standardised approach
The line between the trading and banking book for each desk with relation to their impact
Non-Modellable Risk Factors in terms of their interpretation and how to resolve them
The foundational work surrounding data, systems, and models in preparation for legal implementation and the final FRTB paper
Past Events
7th Edition Impact of the Fundamental Review of the Trading Book 2020 - 2020, London, United Kingdom (59489)
6th Edition Impact of the Fundamental Review of the Trading Book 2019 - 09-11 Oct 2019, London, United Kingdom (54905)
6th Edition Impact of the Fundamental Review of the Trading Book 2018 - 26-28 Nov 2018, London, United Kingdom (64953)
5th Edition Impact of the Fundamental Review of the Trading Book 2017 - 13-15 Sep 2017, London Marriott Hotel Canary Wharf, United Kingdom (63371)
4th Edition Impact of the Fundamental Review of the Trading Book 2017 - 23-24 Feb 2017, Hilton London Canary Wharf hotel, United Kingdom (61298)
Important
Please, check "Edition Impact of the Fundamental Review of the Trading Book" official website for possible changes, before making any traveling arrangements