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


22 Feb 2017 - 24 Feb 2017


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Wednesday 22nd February, Workshop Day: A Comprehensive Overview of the Latest Version of the FRTB Framework by Adolfo Montoro

Thursday 23rd February: FRTB Fundamental Review of the Trading Book Conference

  • Towards FRTB Implementation Phase
  • Desk Eligibility Rules
  • Non-Modellable Risk Factors
  • P&L Attribution Testing & Backtesting
  • Latest Modelling Challenges
  • Capital Requirements Challenges

Friday 24th February: FRTB Fundamental Review of the Trading Book Conference

  • FRTB Implementation in APAC
  • The Impact of Regulatory Challenges and Uncertainties on FRTB implementation
  • Data challenges/Solutions in FRTB
  • CVA & Initial Margins
  • Jochen Theis: Global Head, Market Models, Standard Chartered Bank
  • Brian Lo: Managing Director, Head of Market and Liquidity Risk Management, DBS Bank
  • Andrew Koh: Deputy Chief Manager, China Construction Bank
  • Michele Marzano: Senior Regulatory Risk Analytics Manager, HSBC
  • Adolfo Montoro: Director of Market Risk Methodology, Deutsche Bank
  • Yves Tomballe: Head of Market & Liquidity Risk Asia Ex-Japan, Bank of Tokyo-Mitsubishi UFJ
  • Takeo Hisanaga: Director, FRTB lead, Deloitte Tohmatsu LLC
  • Ignacio Ruiz: Founder & CEO, MoCaX Intelligence
  • Felicity Trimm: Senior Manager, FIG Consulting, Deloitte Tohmatsu LLC
  • Other presenters to be confirmed

  • content

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