Fundamental Review of the Trading Book

Topics

• Best practices regarding revised internal model & standardised approaches
• FRTB rules, the regulatory perspective & implementation challenges
• The impact of FRTB on your capital requirements
• Performing the P&L attribution test
• What different data solutions offer & how they can help combat system challenges

Who should Attend

Attendees with responsibilities in:

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