London, UK

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Event Date Mon Nov 26 GMT - Wed Nov 28 GMT (about 3 years ago)
In your timezone (EST): Mon Nov 26 12:00am - Wed Nov 28 12:00am
Location London, UK
Region EMEA

This Marcus Evans conference will look at the new differences between the SBA and IMA under the FRTB, along with questions surrounding NMRFs, the continued impact on front office trading and capital, and the steps that Banks should be making in anticipation of a final framework.

In the last six months the Basel Committee have made large strides by releasing revisions to the minimum capital requirements for market risk in March, consisting of clearer rules surrounding the capital floor, FRTB and CVA and further requirements surrounding NMRFs. All of this has prompted both discussion and action from banks on their FRTB framework. In the wake of the consultation period, banks have a lot of food for thought and will be looking to get everything in order so they can drive the project forward as efficiently as possible once they do have the final framework.


2018 Speakers

William Cooper
Head of Risk, SEB

Oliver Barritt
Chief Market Risk Manager, Mitsubishi UF J Trust Bank

Hany Farag
Head of Methodology and Analytics, CIBC

Jerry Goddard
Director of Wholesale Risk, Santander GCB

Oliwia Kozlowska
Executive Director, FRTB Lead, UBS

Jouni Aaltonen
Director, Prudential Regulation, AFME

Thomas Hougaard
Chief Risk Analyst, Nordea

Lorenzo Liesch
Head of Group Financial Risk Methodologies & Models, Unicredit

Jean-Benoit Bloud
Head of IMA, Credit Agricole CIB

Sponsors & Partners

2018 Partners

• Global Risk Community
• Asset Backed
• Global Banking & Finance Review
• Private Banking