FRTB Summit 2022 | Bloomberg LP | 16 March 2022 | Webinar
Venue
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| Event Date |
Thu Mar 17 UTC (over 2 years ago)
In your timezone (EST): Wed Mar 16 8:00pm - Wed Mar 16 8:00pm |
| Location | Webinar |
| Region | All |
Details
Join our panel of industry experts as they discuss the remaining challenges around implementation of the set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks.
This webinar will cover both regional and global problems arising from this significant change, and how to solve them. We'll look ahead to the new standardized approach (SA) reporting requirement and the application process for IMA (internal models approach).
• Key priorities and activities ahead of the FRTB deadline
• Passing the first FRTB hurdle: SA reporting
• Treatment of funds: underlying data challenges and possible solutions
• Preparing for IMA desk approval & NMRFs: managing the data challenge of the RFET
• Managing regional differences
• Post Brexit: UK PRA/BOE approach
Speakers
2022 Speakers
Murat Bozdemir
Regulatory and Reference Data Product Manager, Bloomberg L.P
David Phillips
Senior Manager, Trade Risk Measurement Team PRA Bank of England
Bevan Cowie
Head of Market, Valuation, Model and Liquidity Risk Management Deutsche Bank
Elena Guz
Global FRTB Programme Manager, Morgan Stanley
Amol Tandon
Head of FRTB and Market Risk Governance, Regulatory Solutions