Fundamental Review of the Trading Book

FRTB - fundamental review of the trading book
Exploring FRTB timelines and implementation goals ahead of the final rule

Fundamental Review of the Trading Book

19th November, 2018 | London


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

Current progress

Discussing the current FRTB landscape including future updates and amendments


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


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


Examining variations in approaches to implementation ahead of the 2022 deadline

Infrastructure & data

Identifying the various system and data requirements associated with FRTB

Lars Popken

Lars Popken
Global Head of Risk Methodology
Deutsche Bank

Dionisis Gonos v2

Dionisis Gonos
Market Risk Quantitative Analytics Director

Ozgur Ozel

Ozgur Ozel
EMEA Head Prudential Regulatory Relations, Executive Director

Morgan Stanley 


Andrei Greenberg
FRTB Risk Modelling Lead
BNP Paribas


Neels Vosloo
Head of EMEA Regulatory Risk
Bank of America Merrill Lynch

Harshal Talati

Harshal Talati
Head of Market Risk Reporting

Navneet Mathur

Navneet Mathur
FRTB Programme

Luca Lopez

Luca Lopez
Financial Risk Quantitative Analyst

Why you should attend?

The fundamental review of the trading book has historically been a challenge for financial institutions. The proposal sets out to largely overhaul industry practice and set new guidelines. However the path to implementation has thus far been uncertain. The FRTB project has experienced several delays and set-backs, as a result the final implementation date is currently scheduled for 2022. The next six months are set to be especially important as we await the final Basel release.

By the end of the year we should have received the vitally important final standard. This will hopefully provide more clarity and carve out a clear path towards implementation. In the calm before the storm the industry has the opportunity to ready itself and prepare for upcoming changes. Therefore this phase of planning is exceptionally important as many professional prepare for the journey ahead.

We will be exploring FRTB timelines and implementation goals ahead of the final rule at our highly anticipated 3rdAnnual FRTB Forum (19th November, London). The concise one day Forum will provide a platform for industry experts to actively discuss and debate the top opportunities and challenges surrounding 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.

Fundamental Review of the Trading Book – Agenda

19th November, 2018 | London

08:15 – Registration, morning coffee and breakfast

08:50 – Chair’s opening remarks

Pushpak Tripathi, Senior Manager in the Financial Institutions – Risk Advisory practice, Zanders

09:00 Reviewing the ability of firms to move forward with uncertainty surrounding timelines whilst remaining adaptable and agile

  • Anticipated final timeframe and specification
  • Aligning Basel and Europe
  • Opportunity within extended timelines
  • Postponing vs. carrying on with programme
    • Bridging the gap once full standard received
  • Technology capabilities to build everything in time
  • Preparing for tests, parallel runs and review in current timeframe

Lars Popken, Global Head of Risk Methodology, Deutsche Bank
Dionisis Gonos, Market Risk Quantitative Analytics Director, Barclays
Andrei Greenberg, FRTB Risk Modelling Lead, BNP Paribas

09:40 Exploring the current progress within FRTB and discussing the anticipated updates ahead of the final rule and implementation

  • Progress over the past 5 years
    • Scale of effort across the industry
  • Current landscape and progress towards understanding expectations
  • Regulatory updates
  • Final standard: Basel & European legislation
  • Future outlook on final rule and implementation timelines

Rochus Herrmann, Manager, d-fine

10:15 Morning refreshment break and networking

10:45 FRTB regulatory update

  • 2018 relevant legislative changes and 2019 regulatory outlook
  • Implications of TRIM exercise results
  • Updated implementation roadmap

Hendrik Sumpf, Manager, Finbridge
Stefan Scheutzow, Manager, Finbridge

11:20 Discussing industry approaches to planning and preparedness ahead of the 2022 implementation deadline

  • Approaches from UK, EU and US
  • Regulatory application and approval process
  • Formulating a roadmap to implementation
  • Technological capabilities: What are the issues
  • Impact on risk management and reporting
  • Implications of Brexit: Relocating to other jurisdictions
  • Accommodating future changes

Neels Vosloo, Head of EMEA Regulatory Risk, Bank of America Merrill Lynch

11:55 Practical implementation of FRTB standardised approach and internal models approach

  • Centralising reference and time series data
    • Sourcing internal and external data
    • Focusing on data quality
    • Handling observations and risk factors
  • Creating a common pricing utility – Re-use of front office pricing models
    • Distributed (and cloud) computing for scalability
  • FRTB risk and capital analytics
    • Decision making tools
    • Capital optimisation tools

Anthony Pereira, Founder & CEO, Percentile

12:30 Lunch break and networking

13:30 An optimised approach for capital charge estimation

  • BCBS standards for minimum capital requirements for market risk: Capital and implementation costs
  • Challenges of approval process for IMA: Desk-by-desk basis and satisfying qualification criteria
  • SMA and IMA: Implementation and cost challenges
  • The flexibility to choose IMA on a desk-by-desk basis
    • Deciding which approach is the best for which desk
    • Combinations in capital estimations
    • Number of possible combinations for a bank with 10 desks is 1,024 and over a million combinations for 20 desks

Pushpak Tripathi, Senior Manager in the Financial Institutions – Risk Advisory practice, Zanders

14:05 Exploring what constitutes as a non modellable risk factor and the discrepancies over deliverables and seasonality

  • Observability parameters
  • Frequency of deliverables
  • Determining if a risk factor is modellable
  • Increasing modellability
  • Grouping risk factors
  • Seasonality
  • Un-modellable portfolios
    • Who will be impacted
    • Modellability solutions

Tim Becker, Vice President Risk Methodology, Deutsche Bank

14:40 Reviewing the data and system requirements associated with NMRF and the ability to mitigate impacts

  • Mitigating large capital numbers
  • Calculations
  • IMA charges and the impact on desk structure
  • Data availability
    • Pooling data for observability
    • Using vendor data

Luca Lopez, Financial Risk Quantitative Analyst, UniCredit

15:15 Afternoon refreshment break and networking

15:45 Exploring the latest updates within P&L attribution and how firms will start and continue to pass the tests

  • Initial test review
    • Effective or stringent
    • User friendliness
  • Test calculations
  • Demand for improved calibration
  • Organising internal process
  • Using technology to manoeuvre the test
  • Aligning risk and finance data
  • Impact on organisation structure, desk structure and the business model

Navneet Mathur, FRTB Programme, HSBC 

16:20 Exploring the evolution of backtesting and its impact on FRTB and capital

  • Initial test review
  • Granularity of P&L: Risk Factor Level?
  • Desk level backtesting: Consistency between VaR and P&L
  • Differences in RWA calculations: Current vs. New

Harshal Talati, Head of Market Risk Reporting, RBS

16:55 Exploring the current regulatory environment and opportunities to leverage capabilities from other programs

  • IFRS 9; BCBS 239; MIFID II
  • Impact of Brexit
  • Rest of Basel IV package
  • Moving away from regulatory siloes
  • Cross functional solutions

Lars Popken, Global Head of Risk Methodology, Deutsche Bank
Ozgur Ozel,
 EMEA Head Prudential Regulatory Relations, Executive Director, Morgan Stanley
Suman Datta, Head, Portfolio Quantitative Research, Lloyds Banking Group

17:35 Chair’s closing remarks

17:45 End of Forum

Please note, this agenda may be subject to change.

Fundamental Review of the Trading Book – Presenters

Tim Becker, Vice President Risk Methodology, Deutsche Bank

Tim Becker is a VP within Deutsche Bank‘s risk methodology department in London where he is currently leading the VaR methodology team and a FRTB methodology team.

Prior to joining Deutsche Bank, Tim developed and implemented quantitative risk models as a quantitative analyst for an energy trading company and as a management consultant.

Tim earned an MSc in Mathematical Finance from the University of Oxford, has a Master’s degree in Business and Engineering from the University of Karlsruhe, Germany and is a certified Financial Risk Manager since 2009.

Suman Datta, Head, Portfolio Quantitative Research, Lloyds Banking Group

I head up the Portfolio Quantitative Research function within Lloyds Banking Group Markets division and am responsible for strategic cross-asset portfolio analytics covering FRTB, Prudential Valuation, Initial Margin, PnL Attribution and Stress Testing. I am also the business/IT partner for architecting the next-generation risk and valuation platform to be used by trading, risk and finance functions. My background is in quantitative finance, technology and business strategy and my key areas of interest are in bank regulation, digitisation and application of quantitative methods in new areas within finance

Dionisis Gonos v2
Dionisis Gonos, Market Risk Quantitative Analytics Director, Barclays

Studied Mechanical Engineering in NTUA, in Athens. Then MBA at the Management School, in Imperial College and PhD in Finance at the Centre for Quantitative Finance in Imperial.

Worked at Credit Suisse between 1998 and 2004, reaching the position of Head of Risk Methodology, then in HBOS as Head of Market Risk Analytics.

In Barclays Investment Bank since 2009 and currently at the Quantitative Analytics for Market Risk team with primary responsibility for the IMA model methodologies and FRTB architectural design.

Andrei Greenberg, FRTB Risk Modelling Lead, BNP Paribas

Andrei Greenberg started his career as a credit quant at Lehman Brothers, before moving to Rabobank to help set up a structured credit trading desk there. In the aftermath of the credit crunch, Andrei worked in the BNP Paribas risk analytics team, where he developed the model for calculating the CRM capital charge. Following that, Andrei spent 3 years as a fixed income desk quant at UBS. Back at BNP Paribas since 2013, he has been looking after transversal topics in market and counterparty risk methodology, before taking charge of FRTB risk methodology projects in 2017.
Andrei holds a PhD in Applied and Computational Mathematics from California Institute of Technology.

Rochus Herrmann_groß
Rochus Herrmann, Manager, d-fine

Rochus Herrmann is a managing consultant at d-fine London. Rochus joined the German branch of d-fine before transferring to the London office in 2016 where he manages d-fine’s market risk service offering. His work covers the development and validation of internal market risk models as well as related compliance and reporting solutions.

One of his current focus areas are the implementation of new regulatory initiatives for market risk such as FRTB. Rochus holds a PhD in physics from Aarhus University, Denmark, and a graduate degree from Heidelberg University, Germany.

Luca Lopez
Luca Lopez, Financial Risk Quantitative Analyst, UniCredit

Luca Lopez is a financial risk quantitative analyst at UniCredit since 2015. Formerly risk manager at Intesa Sanpaolo, he is responsible for the market and counterparty risk models development and monitoring. In particular, he leads the FRTB project covering all methodological and implementation aspects. He holds a PhD in Theoretical Physics.

Navneet Mathur
Navneet Mathur, FRTB Programme Manager, HSBC 

Navneet Mathurwill be presenting at 3rd annual Fundamental Review of the Trading Book 2018

Ozgur Ozel
Ozgur Ozel, EMEA Head Prudential Regulatory Relations, Executive Director,  Morgan Stanley 

Ozgur Ozel joined Morgan Stanley in June 2010 and is the central regulatory relationship manager for the Prudential Regulatory Authority. Prior to this role Ozgur worked in Internal Audit covering various reviews across the securities and investment banking businesses. Ozgur is a Certified Internal Auditor with 20 years’ experience in the financial services industry, having worked at HSBC, Lehman Brothers and UBS.

Anthony Pereira, Founder & CEO, Percentile

Anthony Pereira is Founder & CEO of Percentile, providers of high-performance technology for FRTB, stress testing and risk data governance in financial services. Percentile works with firms, including global investment banks, hedge funds and brokers, to make Risk more intuitive, interactive and intelligent.

His professional career spans almost 20 years in various sectors of technology including large scale data analytics, interactive data for television and eventually finance, in both start-ups and corporations. Prior to Percentile, the previous 12 years were spent revolutionising risk technology at a global investment bank for internal and regulatory requirements.

Lars Popken
Lars Popken, Global Head of Risk Methodology, Deutsche Bank

Lars Popken is the Global Head of Risk Methodology at Deutsche Bank. He is responsible for the development of regulatory and economic risk models for market, credit and operational risk. Prior to Deutsche Bank, Lars worked at the Management Consulting firm Oliver Wyman in the area of Finance and Risk. Lars holds a PhD from the University of Kaiserslautern, Germany

Stefan Scheutzow
Stefan Scheutzow, Manager, Finbridge

Stefan Scheutzow is a Manager at Finbridge and responsible for the interpretation and implementation of current banking related regulations following Basel III. Stefan worked for several years in financial risk management covering supervisory requirements as well as quantitative risk models across capital markets and banking. Today, he is in charge of conducing impact studies for Finbridge clients on current treasury and capital markets related regulations such as FRTB and SA-CCR and develops achievable recommendations for implementation. He is also helping his clients to embed future supervisory requirements with their business strategies. Stefan would value any feedback at

Hendrik Sumpf, Manager, Finbridge

Hendrik Sumpf, FRM, is a Manager at Finbridge. He is specialised in running projects that interface between functional concept work and technical implementation in financial institutions. His recent projects in regulatory reporting and risk controlling encompass implementations of new regulatory requirements in liquidity, credit, and market risk as well as the broader BCBS 239 context. Hendrik has been part of the Finbridge FRTB team since the beginning of the BCBS consultations and has given various presentations and webinars on the subject. He is also one of the lead programmers for the Finbridge FRTB Toolbox used in several change-impact studies for Finbridge’s clients. You can contact him at

Harshal Talati
Harshal Talati, Head of Market Risk Reporting, RBS

Harshal is the head of Market Risk Reporting at RBS. He enjoys the support of his global team which allows him to contribute to strategic projects. Harshal’s current focus is to provide sponsorship/ vision to various strategic projects like BCBS 239, ring-fencing of UK banks and strategic architecture for FRTB.

In 2017, Harshal has developed the framework for reporting which is compliant with the BCBS 239 regulation. The framework is planned for various phases which will incorporate lower level reporting through 2018.

Harshal has 15 years in financial services industry. He has worked in India, Singapore and London. He is a chartered accountant from India and he completed FRM in 2011.

Harshal would enjoy sharing his experiences and would like to get insight on how the financial industry is tackling the regulations facing us in near future.

Pushpak Tripathi, Senior Manager in the Financial Institutions – Risk Advisory practice, Zanders 

Pushpak is a Senior Manager at Zanders. Pushpak is responsible for assisting clients (financial Institutions in the UK) on risk advisory practice by providing thought-leadership and implementation support on regulatory topics such as FRTB / CCAR / IRRBB and many other market and credit risk topics. Prior to joining Zanders, Pushpak has worked in leadership roles at Deutsche Bank, JP Morgan and Credit Suisse in market risk, focussing on various regulatory changes and their impact on business-as-usual for the bank.

Pushpak has a bachelor’s degree in engineering from the Indian Institute of Technology and an MBA from Oxford University. He is also a CFA and FRM charter holder.

Neels Vosloo, Head of EMEA Regulatory Risk, Bank of America Merrill Lynch

Neels Vosloo is the Head of EMEA Regulatory Risk within Global Markets Risk Management at BAML. Before joining BAML, Neels headed up the Traded Risk Modelling team in Deloitte’s Risk Advisory practice in London. He has worked in risk modelling roles across market and counterparty risk, and has been a Senior Risk Specialist in the Traded Risk Department at the PRA, overseeing the transitions to both the CRD III and CRD IV / CRR regimes, and participating in drafting the first version of FRTB. Neels hold degrees in Mathematics, Philosophy, and Actuarial Science from the University of Pretoria.

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.


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


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. 
5th April 2017

Executing the FRTB in practice and contending with timing constraints

Fundamental Review of the Trading Book – Sponsorship

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 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:


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 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 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 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.

Fundamental Review of the Trading Book – Venue and further information




Find out more online at

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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

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 / +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 or call +44 (0) 207 164 6582.

Fundamental Review of the Trading Book – Registration

Early Bird:
(Register by 2nd November)
(Save £100)
Standard Rate:
(Registrations after 2nd November)

Group rates: 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 a fifth colleague to attend for free

*All prices subject to UK VAT of 20%

Other ways to register

1. Save Time – Register by Email

Simply email us with your e-signature – and we will do the rest for you!

2. Contact Us Directly

3. Download the PDF Registration Form

2018 Co-Sponsors:

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