Fundamental Review of the Trading Book 2019 | Risk.net | 27 February 2019 | Hilton Frankfurt City Centre, Hochstraße 4, 60313 Frankfurt am Main, Germany

A recent industry report revealed only 44% of global financial institutions will be ready to deal with the impact of FRTB by 2022, the new deadline for compliance.

It is essential that financial organisations now act on the changes needed to their processes and systems to meet this regulatory deadline.

This course is returning for a fifth year to provide attendees with the skills to establish a robust and compliant FRTB strategy.

What Will You Learn?
Gain enhanced knowledge of all the key, need to know elements of FRTB implementation
Analyse data and system management challenges and how to overcome them
Understand the latest consultative proposals and regulatory position
Overcome P&L attribution challenges and backtesting
Discuss modellable and non-modellable risk factors, data criteria for NMRF and address data pooling issues
Understand the requirements of the banking book trading book boundary

Who Should Attend?
FRTB Implementation
Market Risk
Capital Management
Quantitative Analytics
Traded Risk
Risk Management
Internal Audit

Sessions Include
Reviewing the latest FRTB consultations
Practical Implementation of FRTB Standardised Approach and Internal Models Approach
Overcoming P&L Attribution Challenges and P&L Calculation
Addressing the Data Challenges of FRTB
Modellable & Non-Modellable Risk Factors
Default Risk Charge
Obtaining Desk Level Approval
Requirements of the Banking Book / Trading Book Boundary

2019 Speakers:

Azar Khurshid
Director, Global Market Risk Management, Mizuho

Adolfo Montoro
Director, Market Risk Management & Risk Methodology, Deutsche Bank

Anna Holten Møller
Senior Risk Analyst, Nykredit

Joerg Zinnegger
Risk Management Consultant, Z-FRM

Philipp Schröder
Senior Manager, PwC

Johannes Hämmerle
Director, Deloitte

Karsten Stickelmann
Advisor, Internal Models Division, European Central Bank