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Fundamental Review of the Trading Book - New York
Mar 07, 2018 - 09:00 AM - Mar 08, 05:00 PM
Link to Website
Downtown Conference Centre
Ticket Price: Early Bird Rate: USD 2199, 3 for 2 Early Bird Rate: USD 1466, Standard Rate: USD 2399
-A thorough overview of the 2018 status of FRTB regulation and regulatory updates
-Explanation of the revised standardized approach including the curvature charge and discussion on the changes in credit and interest rate risk
-Overview of the revised internal model approach covering a brief history, understanding of best practices and stress calibration
-Delve into modellable and non-modellable risk factors including their boundaries and best practices for stress testing
-Learn what the PandL test means for you and how to calculate results and implement successfully
-Gain an understanding of FRTB data management and system challenges including how to manage system challenges and various outsourced solution options such as Fintech and vendors
Who Should Attend:
-Market Risk Manager/Analytics
-Trading Book Capital Management
-Risk Capital Manager
-Head of Prudential Risk
-Regulatory Liaison/Risk Manager
-Internal Audit Manager
-Market and Credit Risk Manager
-Head of Architecture, Markets
-Data Analyst (FRTB)
-Enhanced knowledge of the regulatory perspective and up to date implementation timelines along with an understanding of where other financial institutions are at with their FRTB progress
-Gain a new or enhanced understanding of the revised standardized approach including the linear charge, curvature charge and default risk charge and how to implement these practically
-Learn about the revised internal model approach and gain further knowledge of the new operational challenges and how to combat these
-How to capitalise on your data strategies, manage the challenges and an understanding of what outsourcing options are available
-Gain an enhanced understanding of desk level approaches including how to tweak the Volcker rules structures and practical back testing approaches
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