New York Professional Events List

Fundamental Review of the Trading Book

Sep 27, 2017 - 08:30 AM - Sep 28, 05:00 PM
Risk Training
Downtown Conference Centre
157, William

ZIP: 10038
Phone: 4402073169708

Ticket Price: Super Early Bird Price: USD 1999, Early Bird Price: USD 2199, Standard Price: USD 2399

The Fundamental Review of the Trading Book (FRTB) has been a difficult topic for both banks and regulators over the past few years. Debate over the exact meaning of the rules has been fierce and complicated by confusion over definitions and the wording of the most recent iteration of the regulation.

With implementation set for 2019, many companies are still establishing what their FRTB strategy will be, as well as coming to terms with some of the more difficult aspects of the regulation. Risk's FRTB training course returning to New York to help provide delegates with implementation strategies, industry case studies, and data management tips, as well as a platform to discuss practical methods on how to come to grips with FRTB within their role.

Risk's two day training course will bring together a variety of industry experts and practitioners to discuss topics including the revised internal model and standardised approaches, the PandL attribution test, modellable and non-modellable risk factors, capital requirements and data management.


Speaker Details

Dr Hany Farag Senior Director Head of Methodology and Analytics Capital Markets Risk Management CIBC, Dmitry Pugachevsky Research Director Quantifi, Dr Yi Zhao Senior Vice President Global Risk Analytics HSBC USA, Dr Alexey Smurov Senior Director Model Validation Capital One

Event Categories
Keywords: business , Finance , Conferences


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