2nd Edition Fundamental Review of the Trading Book | GMFI Marcus Evans Company | 18 September 2017 | New York, NY, United States of America, New York, NY, United States of America

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.

2017 Event Speakers

Han Zhang
Managing Director, Head of Market Risk Analytics
Wells Fargo

Yi Zhao
Senior Vice President, US Global Risk Analytics
HSBC

Hany Farag
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management
CIBC

Jouni Aaltonen
Executive Director, Risk Management
AFME and GFMA

Alexey Smurov
Senior Director, Head of Capital Model Validation
Capital One

Ryan Rehorn
Bank Examiner
Federal Reserve Bank of Richmond

Ash Majid
Executive Director, Risk Management
Sumitomo Mitsui

Ken Walker
Managing Director
State Street Corporation

2017 Event Sponsors

CIO Applications
Banking Technology
Globark Risk Community
TalkMarkets
CIO Review
Focus Economics
Financial IT
Global Banking and Finance Review