Fundamental Review of the Trading Book - London 2018

Topics

• Suggested changes of the banking and trading book and what implications this will have on processes and designs
• FRTB rules, the regulatory perspective implementation challenges
• A new or enhanced knowledge of desk level approaches from desk structure granularity through to live decision making and gaining sign off
• What the PL Attribution Test means for you and the practical implications of managing the test
• What different data solutions offer how they can help combat system challenges

Who should Attend

Attendees with responsibilities in:

• FRTB Implementation/Risk
• Market Risk Manager/Analytics
• Change Management
• Trading Book Capital Management
• Quantitative Analytics
• Risk Capital Manager
• Head of Prudential Risk
• Risk Officer
• Internal Audit Manager
• Regulatory Liaison/Risk Manager
• Traded Market Risk
• Derivatives Risk Manager
• Head of Architecture, Markets
• Market & Credit Risk Manager
• Data Analyst (FRTB)