Assessing FRTB progress, opportunities and constraints ahead of full implementation
Fundamental Review of the Trading Book
Key Highlights Addressed in 2017
Examining the ability to prepare for full implementation in uncertainty
Understanding variations in global approaches and the possible impacts of an un-level playing field
Exploring the capital implications of standardised approach at an individual desk level
Internal Model Approach
Reviewing IMA opportunities and constraints to assess viability and approach
Alignment with other Regulations
Understanding the possible interactions of FRTB with other regulations
Examining P&L attribution requirements and maintenance at a desk level
Examining definitions of non-modellable risk factors and the impact on data requirements and capital
Data & Systems
Reviewing the FRTB data requirements and the ability to building sufficient systems
Governance & Control
Identifying governance and control processes for FRTB to allow for effective implementation and management
Discussing potential impacts and consequences post FRTB implementation
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Default risk modelling
Mirela Predescu, Deputy Head, Credit and Repo – Market and Counterparty Risk Methods and Analytics at BNP Paribas addresses a default risk model complaint framework Download the PDF here
MARKET RISK INSIGHTS
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.
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|Fundamental Review of the Trading Book TBC 2018||£699*||Click here to register|
Should you have any questions regarding registering, please contact the Center for Financial Professionals, please contact us on +44 (0)20 7164 6582 or +1 888 677 7007, or email firstname.lastname@example.org. *All rates are subject to UK VAT Group bookings: 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 colleagues to come along for half price, or a fifth colleague to attend for free.