Assessing FRTB progress, opportunities and constraints ahead of full implementation
3RD ANNUAL
Fundamental Review of the Trading Book
Key Highlights Addressed in 2017
Implementation
Examining the ability to prepare for full implementation in uncertainty
Global Approaches
Understanding variations in global approaches and the possible impacts of an un-level playing field
Standardised Approach
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
P&L Attribution
Examining P&L attribution requirements and maintenance at a desk level
Non-Modellable Risk
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
Post Implementation
Discussing potential impacts and consequences post FRTB implementation
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RISK 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
FEATURED RESOURCES
The challenge of P&L attribution
A presentation by Alan Smillie, Head of Capital & Ratings Methodology at Nomura. Download the PDF here
Effectively understanding if and how to model the un-modellable
Pascal Gibart, Head of Risk Quants at Credit Agricole CIB, releases his PDF guide on NMFR and SES Download the PDF here
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
2018 Co-Sponsor:
Finbridge
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.
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 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.
| Pre-agenda rate | Register | |
|---|---|---|
| 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 info@cfp-events.com. *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.
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
- London, United Kingdom
3. Download the PDF Registration Form
2018 Co-Sponsor:
EARN CPD CREDITS 
Connect With Us | #FRTB18
