Fundamental Review of the Trading Book
London, March 15th - 16th 2018
Risk Training'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.
- A comprehensive overview of the current status of FRTB regulations and implementation, and an explanation of crossover with various regulations such as MiFID, BCBS 239 & IFRS 9.
- A detailed examination of the revised internal model and standadised approaches and what this means for your company now and throughout 2018.
- Delve into the P&L attribution test, the lack of clarity and implementation challenges - hear about how to manage the practical implications of the test
- Discussion of the modellable and non-modellable risk factors and what the clear boundaries are.
- Gain an understanding of FRTB data management and system challenges including how to aggregate data through different sources and ways to outsource
- A thorough evaluation of the treatment of credit under FRTB, including CVA sensitivities and preliminary credit value adjustment charges.
Who Should Attend:
- Market Risk Manager/Analytics
- FRTB Implementation/Risk
- Trading Book Capital Management
- Change Management
- Risk Capital Manager
- Quantitative Analytics
- Risk Officer
- 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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- Understand FRTB rules, the regulatory perspective & implementation challenges
- Gain further understanding of the suggested changes of the banking and trading book and what implications this will have on processes and designs
- Know what the P&L Attribution Test means for you and the practical implications of managing the test
- Gain a new or enhanced knowledge of desk level approaches from desk structure granularity through to live decision making and gaining sign off
- Learn what different data solutions offer & how they can help combat system challenges