Fundamental Review of the Trading Book

4TH ANNUAL

Fundamental Review of the Trading Book

tbc, 2019 | London

Key Topics Addressed in 2018

Timelines

Reviewing the ability to progress in uncertainty whilst remaining adaptable and agile

Current progress

Discussing the current FRTB landscape including future updates and amendments

Resources

Exploring how firms are maintaining momentum and securing sufficient resources

NMRF definition

Discussing industry discrepancies over what constitutes as a non modellable risk factor

P&L attribution

Exploring the latest P&L attribution updates including the ability to pass the tests

Backtesting

Examining how backtesting has evolved and the potential impacts on FRTB and capital

Interaction with other regulations

Reviewing the regulatory environment and leveraging capabilities from other programs

Implementation

Examining variations in approaches to implementation ahead of the 2022 deadline

Infrastructure & data

Identifying the various system and data requirements associated with FRTB

Register today for the lowest rate:

Don’t miss out on excellent networking and learning opportunities with the industry at the Fundamental Review of the Trading Book Forum.

Can your organisation sponsor or present?

Advance your branding, awareness, industry expertise, thought-leadership and lead-generation at the upcoming FRTB Forum. Sponsorship and exhibition with The Center for Financial Professionals offers unique networking, brand recognition and thought-leadership deliverance opportunities with senior risk professionals from around the world. Whether you want full branding across the event or simply a well positioned exhibition stand, our business development team will tailor the right package for you. We do everything we can to help you get your marketing message across and also to benchmark the return on your investment.

4TH ANNUAL

Fundamental Review of the Trading Book

INSIGHTS

Read the latest market risk articles here. These articles feed from our much larger Risk Insights which provide you with thought-leadership, white papers, articles and more across risk and regulation. Subscribe to Risk Insights’s financial risk management blog and get the latest articles straight to your inbox.

RISK WEBINAR

Free Webinar

Assessing the business implications of the Fundamental Review of the Trading Book

With: Ed Duncan, Barclays, Bo Boison, Nordea Bank AB, Britta Achmann, Deutsche Bank

Read more

MARKET RISK INSIGHTS

11th December 2018

Center for Financial Professionals announces new FinTech Research and Advisory Board

Senior practitioners across the financial services industry join FinTech Advisory Board for the Global FinTech 250 Report set to be released at the X-Tech 2019 Convention […]
2nd November 2018

Reviewing the ability of firms to move forward with uncertainty surrounding timelines whilst remaining adaptable and agile

By Dionisis Gonos, Market Risk Quantitative Analytics Director, Barclays
2nd November 2018

Discussing industry approaches to planning and preparedness ahead of the 2022 FRTB implementation deadline

By Neels Vosloo, Head of EMEA Regulatory Risk, Bank of America Merrill Lynch
29th October 2018

FRTB regulatory update

By Hendrik Sumpf, Manager, Finbridge & Stefan Scheutzow, Manager, Finbridge
24th October 2018

Exploring the current progress within FRTB and discussing the anticipated updates ahead of the final rule and implementation

By Rochus Herrmann, Manager, d-fine
15th October 2018

FRTB – An optimised approach for capital charge estimation

By Pushpak Tripathi, Senior Manager in the Financial Institutions – Risk Advisory practice, Zanders
11th October 2018

Practical implementation of FRTB standardised approach and internal models approach

By Anthony Pereira, Founder & CEO, Percentile
31st August 2018

Reviewing the data and system requirements associated with NMRF and the ability to mitigate impacts

By Luca Lopez, Financial Risk Quantitative Analyst, UniCredit
14th August 2018

Exploring the current regulatory environment and opportunities to leverage capabilities from other programs

By Sudeep Chatterjee, Head of QA Horizontal, Global FX Tech, Bank of America.
14th August 2018

PRA review of FRTB implementations

By David Phillips, Head of Traded Risk Measurement, PRA, Bank of England
12th July 2018

Exploring FRTB timelines and implementation goals ahead of the final rule

By Shannon Harris, Senior Research Executive, CeFPro.
31st October 2017

Overcoming the key regulatory issues and challenges on FRTB implementation

By Alan Smillie, Head of Capital & Ratings Methodology, Nomura.
16th October 2017

Reviewing FRTB final rule

By Lars Popken, Global Head of Risk Methodology at Deutsche Bank.
10th October 2017

Implementation pitfalls – Case studies and lessons learned

By Stefan Scheutzow, Expert and Market Risk Team Lead and Hendrik Sumpf, Associate Manager from Finbridge.
6th October 2017

FRTB: Incorporating a strong governance and controls process

By Harshal Talati, Head of Market Risk Reporting at the Royal Bank of Scotland.
4th October 2017

Ensuring alignment between FRTB processes and P&L

By Tony Lawson, Director of Strategy at Barclays.
14th September 2017

Supervisory approaches to the review of FRTB implementation

By David Phillips, Senior Technical Specialist, Traded Risk, PRA, Bank of England.
23rd August 2017

Preparing for the increased data requirements for FRTB reporting

By John R. Morrison, Director, Global Markets Trading Risk, Credit Suisse.
21st August 2017

The challenge of P&L Attribution

4th August 2017

FRTB Implementation: Key concerns, opportunities and constraints

By Shannon Harris, Senior Research Executive, CeFPro. 
4TH ANNUAL

Fundamental Review of the Trading Book

SPONSORS

Can your organisation contribute at our Fundamental Review of the Trading Book Congress?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Below is an outline of what we can offer, but please contact sales@cefpro.com or call us on +44 (0)20 7164 6582 where a member of the team will be happy to tailor the right package for you.

How can your organization benefit from a CeFPro partnership?

2018 Co-Sponsors:

d-fine


With more than 800 consultants and offices in Germany, the United Kingdom, Austria and Switzerland, d-fine is one of the leading providers of quantitative and technical consulting for the financial services industry in Europe. Our customer base spans banks, insurance companies, asset managers, corporates, energy and commodity firms, clearing houses and regulators.

Our services for banks cover all aspects of models, processes, and systems for measuring and managing market risk. We support clients in projects on the Fundamental Review of the Trading Book with our expertise and market overview. We develop tools to help our clients significantly reduce the effort of conducting impact studies and to improve the reliability of results, including an application to calculate RWAs according to the revised standardised approach (SA-TB).

Together with our clients, we assess the effects of the changes in the FRTB framework on processes and systems. We help our clients with the FRTB implementation, from evaluating different plan scenarios to putting the new models and processes into practice.

Finbridge


Finbridge is an independent specialised consultancy to financial services. With over 90 highly qualified consultants, Finbridge offers tailor-made implementation approaches throughout the entire process chain. Finbridge supports banks and financial services successfully in designing and implementing change processes resulting from new regulatory requirements, new innovative financial products or adjustments to business models in risk controlling, regulatory reporting, accounting, trading and settlement.

Our experience in the market for functional design, change-impact analyses, and implementation make Finbridge one of the leading risk experts in the German banking industry with a growing customer base throughout Western Europe. We work closely together with your in-house experts to derive solutions that optimise your implementation approaches whilst maintaining feasibility w.r.t. your general corporate strategy and business model.

Percentile


Percentile is a London based provider of technology for risk management and regulatory compliance to the financial markets. Percentile’s flagship product, RiskMine, fundamentally changes the risk management dynamics between trading desks and risk managers by breaking down the silos that hamper the implementation of complex regulations like FRTB. RiskMine enables reuse of front-office pricing libraries with cloud-based scalability, manages multiple market data sources for observations and historical data and delivers on-demand capital analytics via in-memory risk aggregation. Percentile’s modular approach to risk technology is the result of over a decade of continuous innovation by industry practitioners, designed for fast integration into existing complex environments. RiskMine is delivered on-premises, hybrid or fully hosted in the cloud.

Zanders


Zanders is a leading international consulting firm specialized in treasury, risk and corporate finance. We deliver consulting services for corporates, financial institutions, public sector entities and NGO’s. Our company is active since 1994 and has an excellent track record and a diversified international client portfolio. Our added value is to assist our clients from ‘idea to implementation’, bringing expertise, best practices and latest developments together into workable treasury, risk and corporate finance solutions.

Financial institutions and corporations are being challenged as a result of increased financial regulations, fintech developments and a changing demand for their products and services. Our risk advisory combines expertise on financial regulations, risk modelling with a clear vision on risk strategy. This enables your institution to develop and implement resilient risk management practices, achieve regulatory compliance and meet stakeholder expectations.

4TH ANNUAL

Fundamental Review of the Trading Book

VENUE & FAQ’s

CPD

Venue tbc

Can I present at the Fundamental Review of the Trading Book conference?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities. For further information on this please contact shannon.harris@cefpro.com

What is the dress code?

Business attire is requested. The Summit is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the main Forum, as outlined on our pricing tab. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of Day One, full access to the Summit sessions, streams, and exhibition area. Presentations from sessions are also available, subject to speaker approval.

Where can I find the Conference documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations* All available documentation will be provided after the Summit has taken place. However, we will work with our presenters to make these available before the Summit where possible. *Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Summit, such as:

  • Breakfast, lunch and refreshment breaks
  • Q&A, panel discussions and audience participation technology at the event and during the sessions
I have several colleagues that would like to attend, is there a group discount?

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +44 (0) 207 164 6582. Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there any opportunities to share my thought-leadership at the Fundamental Review of the Trading Book conference?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees and our wider risk professionals community. At the event we can distribute your material to the attendees or even offer you an exhibition booth so that you may enjoy a more prominent presence at the Summit. Visit the Sponsor tab for further information or contact sales@cefpro.com / +44 (0) 207 164 6582. Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter. For further information please download our media pack here

Are there media partnership opportunities available for the Fundamental Review of the Trading Book conference?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Summit website
  • Place your logo on the Summit brochure
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Summit
  • Promote through social media channels

To discuss this further please contact amy.greene@cefpro.com or call +44 (0) 207 164 6582.

4TH ANNUAL

Fundamental Review of the Trading Book

REGISTRATION

Pre-Agenda Rate:
£499*

*All prices subject to UK VAT of 20%

bring the team 300x300

Group Bookings – 3rd Person Half Price:

Group rates are available for 3 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for half price or the fifth person to attend for FREE! Should you have any questions regarding registering, please contact the Center for Financial Professionals, please contact us on +44 (0)20 7164 6582 (UK) or email jesse.hopkins@cefpro.com

Other ways to register

1. Register by Email

2. Contact Us Directly

+44 (0)20 7164 6582 (UK)
or
+1 888 677 7007 (US)

3. Download the PDF Registration Form

2018 Co-Sponsors:

Percentile-Logo-245x150
Zanders-logo-245x150

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