Tuesday 20th February

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Fundamental Review of the Trading Book – London

Fundamental Review of the Trading Book – London


Course Highlights:
-A comprehensive overview of the current status of FRTB regulations and implementation, and an explanation of crossover with various regulations such as MiFID, BCBS 239 and IFRS 9.
-A detailed examination of the revised internal model and standardised approaches and what this means for your company now and throughout 2018.
-Delve into the PandL attribution test, the lack of clarity and implementation challenges – hear about how to manage the practical implications of the test
-Discussion of the modellable and non-modellable risk factors and what the clear boundaries are.
-Gain an understanding of FRTB data management and system challenges including how to aggregate data through different sources and ways to outsource
-A thorough evaluation of the treatment of credit under FRTB, including CVA sensitivities and preliminary credit value adjustment charges.

Learning outcomes:
-Understand FRTB rules, the regulatory perspective and implementation challenges
-Gain further understanding of the suggested changes of the banking and trading book and what implications this will have on processes and designs
-Know what the PandL Attribution Test means for you and the practical implications of managing the test
-Gain a new or enhanced knowledge of desk level approaches from desk structure granularity through to live decision making and gaining sign off
-Learn what different data solutions offer and how they can help combat system challenges

Who Should Attend:
-Market Risk Manager/Analytics
-FRTB Implementation/Risk
-Trading Book Capital Management
-Change Management
-Risk Capital Manager
-Quantitative Analytics
-Risk Officer
-Head of Prudential Risk
-Regulatory Liaison/Risk Manager
-Internal Audit Manager
-Derivatives Risk Manager
-Traded Market Risk

Booking: https://go.evvnt.com/190466-1?pid=4230

Early Bird Rate: GBP 1999
3 for 2 Early Bird Rate: GBP 1332.66
Standard Rate: GBP 2199
3 for 2 Standard Rate: GBP 1466

Category: Conferences | Business and Economics | Finance | Financial Technology