Fundamental Review of the Trading Book
New York, 27 & 28 September 2017
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 P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.
- Carefully chosen experts and practitioners make up a multi speaker format
- Overview of the banking book/trading book boundary and the impact that will have
- A detailed examination of the revised internal model and standardized approaches
- Discussion of the modellable and non-modellable risk factors and what the clear boundaries are
- Assessment of what FRTB means for your capital requirements
- Evaluation of the treatment of credit
- Analysis of the effect of FRTB at the desk level
- Gain an understanding of FRTB data management and system challenges
Who Should Attend:This course is key for anyone working on FRTB implementation within their company. However, Risk welcomes any individual with an interest in the course material. Relevant departments may include:
- 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
- Derivatives Risk Manager
- Traded Market Risk
- Market & Credit Risk Manager
- Head of Architecture, Markets
- Data Analyst (FRTB)
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- FRTB rules, the regulatory perspective & implementation challenges.
- Best practices regarding revised internal model & standardised approaches.
- Performing the P&L attribution test.
- The impact of FRTB on your capital requirements.
- What different data solutions offer & how they can help combat system challenges.