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Fundamental Review of the Trading Book Summit

Informa

16 Mar 2016 - 18 Mar 2016

London

Details: click here

Register: click here

Bringing together leading European Regulators, Bank experts and Advisers, Infoline presents 3 separately bookable days of unique conferences, allowing you to tailor your experience and select the days relevant to you:

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2nd Fundamental Review of the Trading Book Summit - 16-18 March 2016

Day One: Regulation, Operations & Strategy

  • Regulators' Panel: BoE, FINMA and ECB
  • FRTB Project Leads Panel
  • Adapting Desks, Products and Pricing
  • Aligning Risk and Finance

Day Two: Modelling & Technical Solutions

  • Solutions for Non-Modellable Risk Factors
  • Risk Sensitivity and Computation for Expected Shortfall
  • Modelling CVA under FRTB
  • P&L Attribution Modelling Challenges

Day Three: SBA Workshop - Simulation and Modelling in Practice

Offering delegates a take home tool for the calculation of SBA and IMA for different portfolios, this unique practical session will allow delegates to simulate the implications of SBA and IMA under a variety of conditions specific to their firm.

View the latest agenda for more information - don't forget to quote VIP Code FKM63342ATL to save 15% on your place

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