Fundamental Review of the Trading Book 2019

Exploring the latest FRTB updates including modelling, data management and implementation

FRTB 2019: 5th Annual Forum

TBC September, 2020 | London

Exploring the latest FRTB updates including modelling, data management and implementation

Key Agenda Highlights

Global Variations
Analysing the international variations in timelines, approaches and model adoption

Timelines & Implementation
Reviewing timelines, regulation and progress towards implementation

Model Risk Management
Exploring the latest updates within model risk management and target operating models

P&L Attribution
Discussing the final standard and the ability to successfully pass the test

Data
Understanding how firms can effectively accommodate enhanced data requirements

Internal Risk Transfers
Exploring desk set up and approaches to managing restrictions on trade

Other Regulation
Discussing how FRTB will interact with other regulation and internal projects

Resources & Governance
Understanding how firms can maintain momentum and set-up a strong governance process

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Lars Popken
Global Head of Risk Methodology
Deutsche Bank

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Sudeep Chatterjee
Head of QA Horizontal, Global FX Tech
Bank of America

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Luca Lopez
Financial Risk Quantitative Analyst
UniCredit

Nicolae Mera

Nicolae Mera
Head of EMEA Market Risk Analytics
Morgan Stanley

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Suman Datta
Head, Portfolio Quantitative Research
Lloyds Banking Group

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Aoife McGloughlin
Senior Market Risk Manager
Bank of Ireland

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

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Azar Khurshid
Director, Global Market Risk Management
Mizuho

Why attend?

Over the past three years industry professionals have actively been working towards FRTB compliance and setting-up the relevant infrastructure, resource and governance. It can be said that the path towards implementation has thus far been challenging and included regulatory uncertainty and delays. As the timelines grow ever smaller focus has shifted from review and analysis to practical application, for many financial institutions they are now ramping up for the final push towards the end goal.

However there are still several disparities and unanswered questions surrounding the standard which require further clarification. For example the general implementation plan has raised concern and many firms are considering timelines for adoption, data management practices and the best approaches to modelling. In addition, it still unknown how FRTB will interact with the business and impact products, trading and other regulatory regimes. Addressing these issues now will assist in creating a fluid transition plan and implementation process.

FEATURED INSIGHTS

FRTB: Challenges ahead, uncertainty surrounding timelines and technology capabilities

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

Read more

LATEST INSIGHTS

27th September 2019

Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

By Sandeep Bhorkar, Director, IBOR Transition, Société Générale Disclaimer: All of the views, opinions and interpretations presented herein are solely those of the speaker and should […]
11th September 2019

Discussing international variations in timelines, approaches, model adoption and the potential for harmonisation

By Brandon Davies, Non-Executive Director, Obillex Limited
4th July 2019

Fundamental Review of the Trading Book (FRTB)

By Shearin Cao, Technical Specialist, Traded Risk Management, Standard Chartered Bank
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

2019 Co-Sponsors:

Delv


Delv is a leader in data-driven solution delivery in finance. From data strategy and innovation, to finance, risk and regulatory transformation, for over a decade Delv has been solving the toughest challenges of many of the world’s largest banks and financial companies, leveraging data warehouses, big data platforms, and fintech and regtech solutions to do so. For more information please visit: www.delvglobal.com.

Refinitiv


Refinitiv is one of the world’s largest providers of financial markets data and infrastructure, serving over 40,000 institutions in over 190 countries. It provides leading data and insights, trading platforms, and open data and technology platforms that connect a thriving global financial markets community –driving performance in trading, investment, wealth management, regulatory compliance, market data management, enterprise risk and fighting financial crime. For more information visit: www.refinitiv.com

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

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?

Venue


ETC Venues

Monument 8, East Cheap
LONDON | EC3M 1AE

Situated within the heart of the City of London, the financial district, with convenient transport links to all London and City airports, etc venues is situated just two minutes walk from Monument underground station.


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.

CPD Accredited

“We are pleased to announce that our courses have been independently evaluated for Continuing Professional Development purposes by The CPD Certification Service. This means our courses comply with universally accepted principles of Continual Professional Development (CPD) and have been structured to meet the criteria of personal development plans”.

Representing a Financial Institution (Eg: Bank, Insurance, Asset Manager, Regulator)

Pre-Agenda Rate
Registrations before the agenda is live
£499

Representing an Information/Service Provider (Eg: Consultant, Vendor, Executive Search Firm, Law Firm)

Pre-Agenda Rate
Registrations before the agenda is live
£799

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

2019 Co-Sponsors:

EARN CPD CREDITS

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