Fundamental Review of the Trading Book New York

Join us in New York to discuss and analyze the intricacies of FRTB implementation and the latest regulatory guidance

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Fundamental Review of the Trading Book

New York, 14-15 March 2019

Event agenda  Register here

This course will provide attendees with an in-depth understanding of the Fundamental Review of the Trading Book.

Across the two days the training sessions will cover a variety of key, need-to-know topics including the changed structure of internal models, pitfalls of the non-modellable risk factor and the P&L attribution test regime, and the default risk charge. The course will provide a platform to discuss practical methods and best practice approaches to implementation.

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What Will You Learn?
  • Understand the best practice approaches to FRTB implementation and timelines in accordance with the latest regulatory guidance
  • In-depth look at the revised internal model approach and the standardized approach 
  • Modellable and non-modellable risk factors and various modelability criteria
  • Understand what the P&L attribution test means for you and your organization
  • The impact of FRTB on capital and the front office
  • The high level impact of FRTB across the business and between your organization and external parties
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Who Should attend?

Relevant departments may include but are not limited to:

  • Market Risk
  • FRTB Implementation / Project Management
  • Risk Management
  • Compliance
  • Quantitative Analytics
  • IT
  • Data Management 
  • Internal Audit 
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Sessions Include:
  • FRTB Implementation 
  • Banking Book Trading Book Boundary 
  • Modellable and Non-Modellable Risk Factors 
  • P&L Attribution Test 
  • Revised Internal Model Approach 
  • Revised Standardized Approach 
  • FRTB – Front Office Impact 
  • FRTB – Impact on Operating Model of Banks 
  • Treatment of Credit 

Downtown Conference Center

157 William Street
New York
NY 10038
T: 1-212-618-6990  
Toll free- 877-DCC-MEET (322-6338)

Venue information

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