3rd Edition Impact of the Fundamental Review of the Trading Book
14 Sep 2016 - 16 Sep 2016
Details: click here
Register: click here
Managing the move to standardised and internal models, the
impact on capital optimisation, and advanced challenges like
P&L attribution and non-modellable risk factors
The FRTB in conjunction with the SA-CCR: New standards in
This workshop will enable participants to learn about how the changes mandated by the FRTB interact with the changes mandated by the SA-CCR, to ensure that any overlap between the two is managed parsimoniously.
Workshop Moderator: Paul Lawton, Director
Company: Counterparty Risk Solutions Limited
- Strategic Review of the Trading Business - "SRTB"
- This workshop will look at how the FRTB affects trading desks on a strategic level to give attendees an idea of what a profitable post-FRTB trading strategy can and should look like.
- Workshop Moderator: Andrew Collingworth, Managing Director
- Company: Collingworth Consulting
- Why You Should Attend
- In working towards compliance with the Fundamental Review of the Trading Book banks are becoming aware of new challenges that the regulation will bring about for them. It is now widely accepted that for most banks the increased capital charges will be far from inconsequential, and firms will need to establish how which models, whether internal or standardised, suit their business best. Furthermore, they will need to establish new norms for capital optimisation under these redefined parameters, to ensure that they stay competitive in the new regime. This is all exacerbated by ugly questions that remain around how to deal with items such as P&L attribution and non- modellable risk factors. This marcus evans event will provide strategic insights from banks of all sizes across Europe in order to reveal emerging best practices to enable firms deal with the aforementioned challenges, with a view to maintaining viable business models under the new regulatory capital demands.
- Key Topics
- Hear the latest clarifications
on the Fundamental Review of the Trading book regulation
- Obtain an in-depth look at the standardised approach and how it works in practice
- Discover how to deal with non-modellable risk factors, backtesting, and P&L attribution
- Learn about the evolving dichotomy between internal and standardised approaches, and the impact that this has on the business, including capital optimisation
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PO Box 24797
tel: +357 22 849 380
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