FRTB Implementation Summit Europe
London, 23rd May 2017
Risk.net proudly presents the FRTB Implementation Summit Europe, a conference bringing together global regulators, European investment banks, and leading solution providers to provide answers to key questions as implementation of FRTB requirements unfold.
Attendees should expect to leave with a fuller understanding of how to address key FRTB challenges and with a clear picture of the impact on the trading busines. Join us and 150+ other key industry decision makers to ensure that you stay ahead of the FRTB implementation curve.
Key themes for the conference include:
- How to execute the optimal FRTB implementation programme in the trading business
- European Commission draft rules CRR2 and CRD4 - how can banks build flexibility into infrastructure and systems?
- Passing the eligibility tests for the internal model approach
- Minimising non-modelable risk factors
- Assessing the challenges for model validation under the internal models approach
- How to set up a front-to-back FRTB IT programme
- The subtleties around the standardised approach: challenges, systemic risks, cost-reduction methods, and asymmetries
- Assessing the interplay between the standard approach and internal models approach in terms of capital management
- Using Adjoint Algorithmic Differentiation to offset the cost of capital under the standardised approach
- Changes to the CVA Capital Regulation
- The practical implications of FRTB on the boundary between the trading book and the banking book
- Structuring your trading desk business model
2017 Speakers include: