FRTB Implementation Summit Europe 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:

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