FRTB and the Compute Bottleneck 2019 | PRMIA - Professional Risk Managers' International Association | 13 November 2019 |
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| Event Date | Wed Nov 13 EST (about 5 years ago) |
| Region | All |
Details
The Fundamental Review of the Trading Book (FRTB) is a set of market risk capital rules developed by the Basel Committee. Regulators adopting the framework will soon begin examining Capital Adequacy provisions at a desk level rather than at an institutional level. In order to continue using their internal models, banks must begin to share an unprecedented amount of computed risk figures for every trade. This poses a significant technical and financial challenge for banks without a scalable compute infrastructure.
Speakers
2019 Speaker
Alan Shannon
Head of Cloud Trading Technologies, First Derivatives
Sponsors & Partners
2019 Sponsor
• HKUST Business School NYU Stern