Why You Should Attend

2nd Edition Fundamental Review of the Trading Book

This GFMI conference will help banks to have a more in-depth understanding of the evolving regulatory landscape for the FRTB whilst also examining strategies to minimize potential capital charges. Attendees will learn how to optimize models for P&L attribution, and compare the implementation of standard and internal model approaches (SA and IMA) for specific trading desks. Leveraging technology to enhance data quality and collection and examining the impact of the FRTB on business strategy will be discussed.  FRTB implementation for smaller trading portfolios and internal audit’s role in FRTB compliance particularly for FBOs will also be a key area for consideration.

 

Key Topics

• Understand the requirements under the evolving regulatory environment
• Enhance Data collection and granularity for moving from Value at Risk (VaR) to Expected Shortfall (ES)
• Optimize the IMA approach for certain trading desks
• Define and leverage non-modelable risk factors to fit in with FRTB standard
• Evaluate the impact of the FRTB on business operations

Why Choose GFMI marcus evans?

marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement. 

Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.