FRTB and market risk agenda
We've got a whole stream of content on FRTB and market risk on Wednesday 5 December. Key topics under discussion include:
- The Impacts of proposed calibration changes to FRTB framework
- Reflections and projections from FRTB programme managers
- Clarity on the new P&L attribution rules
- Passing the P&L attribution test
- IT challenges of FRTB
- NMRF: data pooling developments
- Examining the revised treatment of NMRF
Hear from the leading experts in FRTB and market risk
Why Not Also Attend:
Practical Implementation of FRTB Workshop
Workshop leader: Rita Gnutti, Head of Internal Model Market and Counterparty Risk, Intesa Sanpaolo.
This workshop covers the capital requirement framework for market risk in the trading book in light of the new timeline announced by BCBS in Dec 2017 about implementation and reporting date for FRTB.
Starting from the features of the current regulatory framework, it provides an overview of the most relevant methodological, organizational and implementation challenges from a practitioner point of view, taking into account recent regulatory evolutions.
The Global Risk Regulation Summit
International supervisors join together with heads of regulation from global banks to review the latest regulatory horizon. Themes include rethinking financial stability, the final Basel rules, ECB's priorities, BOE's transition to risk free rates, resolution in Europe, ring fencing banking, EBA's stress testing lessons, adoption of FRTB, regulating innovation, the GDPR journey and dealing with disruption and diversification.