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28-29 March 2017
Andaz London Liverpool Street,

3rd Fundamental Review of the Trading Book Summit

Europe's Leading FRTB Summit, featuring the ECB, Bank of England and the top FRTB experts from Banks - over two separately bookable days.

Following the publication of the Basel FAQs - analyse the latest implementation, strategy and modelling challenges and benchmark your strategy with the key FRTB stakeholders


Two Separately Bookable Summit Days

Tailor the event to focus on the content of highest priority for your team:

  • Day 1 - FRTB Regulation, Impacts and Implementation
    • Overview of the Basel FAQs
    • Latest SBA v IMA Capital Analysis
    • Impacts on Risk Appetite and Desks
    • FRTB Project Leads Panel
  • Day 2 - FRTB Modelling Challenges
    • P&L Attribution proposals
    • Industry solutions to NMRFs
    • Expected Shortfall and Computation
    • Calibrating the SBA Approach
Keynote Regulatory Insights - FRTB Supervision

Keynote Regulators' Panel (FRTB Supervision and Model Approval)

The only Summit featuring perspectives from International Regulators and policy makers, join us for unique insights and conversation with the key stakeholders: 

  • Bank of England
  • European Central Bank
  • Federal Reserve Board
  • ISDA
  • (and more to be confirmed)
The leading Bank Speakers and FRTB Experts

Hear directly from FRTB Project Leads, Heads of Market Risk, Risk Analytics and Risk Methodology for a comprehensive understanding of how your peers are implementing the FRTB in practice:

  • BNP Paribas
  • CIBC
  • Credit Suisse
  • Deutsche Bank
  • HSBC
  • ING Bank
  • Nomura
  • Santander
  • and more 

Lead Knowledge Partner

Technology Sponsors

Gold Sponsors

Silver Sponsor

Do you have a team in Asia? Want them to have the same great experience as you?

Make sure they attend the FRTB Asia Summit. They can save 10% on the conference pass with VIP code: LONDON

Hong Kong | 1-2 March 2017


Andaz London Liverpool Street

40 Liverpool Street