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27 - 28 September 2017
Convene Conference Center 810 Seventh Avenue,
New York

2nd US Fundamental Review of the Trading Book Summit

A comprehensive overview of the challenges and solutions of FRTB implementation and compliance at the world's leading global series, back in New York for a second time in September 2017

With two separately bookable days covering all issues from high-level strategic concerns through to detailed quantitative solutions, don't miss the latest in FRTB thinking from the world's leading experts

Join us for Infoline's 2nd US Fundamental Review of the Trading Book Summit

Day One - Risk, Regulation and Strategy

Hear from leading industry experts on the strategic implications of FRTB, including:

  • Best alignment of FRTB with your business needs
  • Best-practice use of technology to enable and streamline the implementation and reporting process
  • The holistic integration of the Front Office and the risk function
Day Two - Quantitative Challenges

Technical experts take a detailed examination of the quantitative challenges and developments still unsolved. Benefit from practical solutions to problems including:

  • Implementing the Default Risk Charge under both SA and IMA
  • Expected Shortfall backtesting
  • The interplay of SIMM and FRTB
The Leading Experts in FRTB

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:

  • HSBC
  • Capital One
  • Citigroup
  • State Street
  • BNY Mellon
  • Brevan Howard
  • and more...

Gold Sponsor and Drinks Reception Host