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VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
BEGIN:VEVENT
DTSTAMP:20240329T131405Z
UID:3c718cd4-6a23-4226-a016-e271d86de938
DTSTART:20210309T090000
DTEND:20210310T090000
CLASS:PRIVATE
DESCRIPTION:
\n
\nCourse Highlights:
\n-A thorough overview o
f the 2021 status of FRTB regulation and regulatory updates
\n-Explan
ation of the revised standardized approach including the curvature charge
and discussion on the changes in credit and interest rate risk
\n-Ove
rview of the revised internal model approach covering a brief history\, un
derstanding of best practices and stress calibration
\n-Delve into mo
dellable and non-modellable risk factors including their boundaries and be
st practices for stress testing
\n-Learn what the PandL test means fo
r you and how to calculate results and implement successfully
\n-Gain
an understanding of FRTB data management and system challenges including
how to manage system challenges and various outsourced solution options su
ch as Fintech and vendors
\n
\nWho Should Attend:
\n
\
n-FRTB Implementation/Risk
\n-Market Risk Manager/Analytics
\n-T
rading Book Capital Management
\n-Change Management
\n-Risk Capi
tal Manager
\n-Quantitative Analytics
\n-Head of Prudential Risk
\n-Regulatory Liaison/Risk Manager
\n-Internal Audit Manager
\n-Market and Credit Risk Manager
\n-Head of Architecture\, Market
s
\n-Data Analyst (FRTB)
\n
\nLearning outcomes:
\n-En
hanced knowledge of the regulatory perspective and up to date implementati
on timelines along with an understanding of where other financial institut
ions are at with their FRTB progress
\n-Gain a new or enhanced unders
tanding of the revised standardized approach including the linear charge\,
curvature charge and default risk charge and how to implement these pract
ically
\n-Learn about the revised internal model approach and gain fu
rther knowledge of the new operational challenges and how to combat these<
br />\n-How to capitalise on your data strategies\, manage the challenges
and an understanding of what outsourcing options are available
\n-Gai
n an enhanced understanding of desk level approaches including how to twea
k the Volcker rules structures and practical back testing approaches
\n
\nBooking: \;https://go.evvnt.com/190463-1?pid=4528
\n
\
n \;
SUMMARY:Fundamental Review of the Trading Book - New York
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SUMMARY:Fundamental Review of the Trading Book - New York
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