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28 June 2018
London, UK

Fundamental Review of the Trading Book - 5th Annual European Summit

Join Regulators and Banks from across Europe to address the recent BCBS Market Risk Capital Consultation and ongoing FRTB strategic and modelling challenges

JUST SOME OF THE Practical content on offer this year at Europe's leading FRTB SUmmit

Today's key FRTB issues distilled into 11 focused sessions including...
  • Regulators' Perspectives on Implementation and Supervision
  • Interpreting the BCBS March 2018 Consultation Proposals
  • Implications of Standardised Approach Proposed Changes
  • Cost-Benefit Analysis on Standardised vs Advance Approaches
  • Outcomes of P&L Attribution Original vs Revised  Tests
  • Tackling Desk Aggregation and Supervisory Reporting
  • Impact of NMRF Data Pooling Proposed Changes
  • Default Risk Charge Implementation and Modelling Choices
Hear from multiple Banks on the 4 interactive panels...
  • HSBC - J.P.Morgan - BNP Paribas
  • Nordea - ING Bank - Santander
  • Standard Chartered Bank - Deutsche Bank

and more tackling...

  • Latest Cost-Benefit Analysis for Applying Standardised vs Advance Approaches for Differing Desks
  • P&L Attribution Challenges and P&L Calculation
  • Changes in NMRF Rules and Monitoring Challenges
  • Heads of FRTB Project Implementation on Experiences to Date and Key Forthcoming Priorities

Plus, multiple Case Studies from Banks including...
  • Adolfo Montoro, Director, Market Risk Methodology - FRTB, Deutsche Bank on:

Contrasting the Original vs Revised P&L Attribution Tests and Resulting Outcomes

  • Jerry Goddard, Director, Wholesale Risk, Santander on:

Interpreting the BCBS March 2018 Consultative Proposals and Latest Regulatory Position on FRTB

  • Sophie Jeckmans, Financial Risk Manager, ING Bank on:

Tackling the Desk Aggregation and Supervisory Reporting Challenges of FRTB

JUST SOME OF THE REASONS WHY THE 5th Annual Fundamental Review of the Trading Book SUMMIT IS SO UNIQUE...

20+ Speakers
Sharing their experiences and expertise with you
11 Sessions
Providing solutions and guidance to your issues
70+ Delegates
Network with peers that share your challenges