6th Edition Impact of the Fundamental Review in the Trading Book 2019 | Marcus Evans (Europe) Ltd | 9 October 2019 | TBA, London, UK

Address the difference between the standardised and internal model approach under the FRTB, along with questions surrounding NMRFs, and the impact of requirements from business perspective

Why You Should Attend?
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.

Key Topics
• AFME provides an overview of the main FRTB regulatory updates
• Unicredit examines the treatment of NMRFs and the quantification of the SES charge
• CIBC investigates forex hedging under FRTB
• UBS analyses the boundary between the trading and banking book in the context of FRTB

2019 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

Oliwia Kozlowska
Executive Director, Market Risk Control FRTB Lead, UBS

Thomas Hougaard
Chief Risk Analyst, Nordea

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

Hjalmar Schröder
Head of Market Risk, Zürcher Kantonalbank

Bill Khurshid
FRTB Project Manager, Rabobank

2019 Partners

• Global Risk Community
• Asset-Backed Alert
• Global Banking & Finance Review
• Private Banking
• CAIA Association