New York Professional Events List

Fundamental Review of the Trading Book - New York

Mar 09, 2021 - 09:00 AM - Mar 10, 09:00 AM
Risk Training
Downtown Conference Centre
157, William

ZIP: 10038
Phone: 4402073169354

Ticket Price: Early Bird Rate: USD 2199, 3 for 2 Early Bird Rate: USD 1466, Standard Rate: USD 2399

Course Highlights:
-A thorough overview of the 2021 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:

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

Learning outcomes:
-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



Event Categories
Keywords: Financial


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