7th Edition Impact of the Fundamental Review of the Trading Book 2020

  • 2020
  • London, United Kingdom

Description

Topics
  • 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

Important

Please, check "Edition Impact of the Fundamental Review of the Trading Book" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance, Internal Audit & Compliance, Risk Management
Government & Global Issues: Law & Regulations
Services: Banking
Technology: Information Technology (IT), Software & Applications

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