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FRTB Fundamental Review of the Trading Book: Towards Implementation Phase, Testing & Data Solutions Conference

WBS

08 Mar 2017 - 10 Mar 2017

London

Details: click here

Register: click here

Discounts:

20% Early Bird Discount Until Friday 27th January
When 2 colleagues attend the 3rd goes free
Main Conference + Workshop (GBP 150 Discount)

Wednesday 8th March: Workshop Day Concept and Implementation of SBA and IMA by Christian Schmaltz

Thursday 9th March

  • Towards FRTB Implementation Phase
  • The Impact of Regulatory Challenges and Uncertainties on FRTB implementation
  • Data Challenges and Solutions

Friday 10th March

  • Desk Eligibility Rules
  • Non-Modellable Risk Factors
  • P&L Attribution Testing & Backtesting
  • Latest Modelling Challenges
  • CVA & Initial Margins

Selected Speakers

  • Sebastian Irle, Senior Policy Expert, TBG member, Deutsche Bundesbank
  • Jeremy Penn: Head of UK Regulatory Market Risk Quant Analysis, Credit Suisse
  • Adolfo Montoro: Director of Market Risk Methodology, Deutsche Bank
  • Jerry Goddard: Director, Risk Data, Santander UK
  • Martin Delloye: Risk & Regulatory Strategy, BNP Paribas
  • Lorenzo Liesch: Head of Risk Methodology, UniCredit
  • Thomas Severance: MD / Financial Market Technologies, IHS Markit
  • Sylvain Martinez: Head of Market Risk and Analytics, ICBC Standard Bank
  • Tim Becker: Vice President Risk Methodology, Deutsche Bank
  • Neels Vosloo: Head of Traded Risk Modelling, Financial Services Risk Advisory, Deloitte

Main Conference Fee: GBP 1359.20 Until Friday 27th January

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