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6th Annual Risk EMEA 2017

Center for Financial Professionals

09 May 2017 - 10 May 2017

London

Details: click here

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Agenda Overview

Keeping up with the pace and change of the ever evolving regulatory landscape

The future of risk management: Where will risk management be in 2030

Bringing it all together: Aligning departments and regulatory requirements for a unified, consistent approach across the enterprise

"Trumpulence" and Brexit: How to make a risk analysis of high uncertainty situations within a decision-making process

BREXIT: Upcoming Regulatory Environment and Implications for the industry

Demonstrating an effective risk culture and aligning conduct for greater efficiency across the organisation


Three Streams Across Two Days


STREAM ONE
Fundamental Review of the Trading Book

Interpretation and implementation
Capital Impact
IMA and SBA
Execution
Aligning front to back office
P&L attribution
Risk factor modelability
Full revaluation and expected shortfall

STREAM TWO
NEW FOR 2017: Capital Management

Basel IV: unintended consequences
Capital optimisation
Stress testing
Integrating regimes
TLAC and MREL
Internal capital requirements
Pillar 2 management
Capital Floors

STREAM THREE
NEW FOR 2017: Credit Risk

IFRS 9 implementation and interpretation
IFRS 9 scenario generation
Backtesting and model validation: IFRS 9
IFRS 9 and IRB approach
IRB models
SA-CCR vs. IMM
Counterparty credit risk and CCP
Initial margin
Valuation adjustments
Non-performing loans

View Agenda Day One

View Agenda Day Two

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