|Event Date||Tue Mar 8 EST (in about 1 month)|
Many banks still need to finalise decisions on which of their trading desks will adopt the complex Internal Model Approach (IMA) to calculating market risk capital requirements and which the less complex Standard Approach (SA). Decisions must also be taken on how to source the vast amounts of internal and external data, including data never previously required, needed to meet reporting obligations. Differing jurisdictional interpretations of elements of the regulation add to the challenges – but there are solutions.
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
Head of Product Management, FRTB and Regulatory, Refinitiv, an LSEG business
Editor, A-Team Group