Fundamental Review Of The Trading Book - 5th Annual European Summit 2021 | Informa Connect | 25 May 2021 | Virtual Event

Join Regulators and Banks from across Europe to address changes to the FRTB standard, and to discuss current and ongoing challenges of implementation.

Master Your FRTB Implementation
• A pandemic-struck industry and an evermore complex regulatory framework can be overwhelming for your business, but with FRTB implementation dates deferred, take the chance to make more informed decisions and make FRTB work for your business.
• Hit the ground running by joining us at Infoline’s 2021 European FRTB Summit.
• This year’s conference puts your firm on the inside track when it comes to reaching the finish line for FRTB implementation and approval.

Two days of focused sessions on biggest FRTB issues for 2020/2021
• Hear Regulators' Perspectives on Implementation, Approval and Supervision
• Hear from FRTB Project Heads about their upcoming priorities and their implementation experiences thus far
• Interpret the Revised Standard and what it means for your business
• Explore how FRTB intersects with other regulation
• Examine where the Ratio of Standardized to Modelled Capital has landed

Expert presentations on the biggest technical problems
• Assess data challenges and issues around Market Data Quality
• Work with New Rules Regarding NMRFs
• Outcomes of P&L Attribution Original vs Revised Tests
• Tackle the big issues around Desk Aggregation and Supervisory Reporting
• Discuss choices and effects relating to Risk Factor Selection
• Investigate Default Risk Charge Implementation and Modelling Choices

2021 Speakers

Adolfo Montoro
Director, Global Market Risk Analytics, Global Risk, Bank of America

Dilip Patro
Associate Director, Institution Risk, Federal Deposit Insurance Corporation

Anna Holten Møller
Senior Risk Analyst, Nykredit

Hany Farag
Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC

Suman Datta
Head of Portfolio Quantitative Research, CB Markets, Lloyds Bank Commercial Banking

Peter Quell
Head of Portfolio Modelling for Market & Credit Risk, DZ BANK

Raphael Albrecht
Head of IRC Methodology, Credit Suisse

Arnold Skimminge
Chief Model Risk Analyst, Nordea

Nicolae Mera
Head of EMEA Market Risk Analytics, Morgan Stanley

Maurizio Garro
Group Transformation, IBOR Transition, Lloyds Banking Group

Thomas Hougaard
Chief Risk Analyst, Nordea

Robert Schulze
Head of Pricing and Risk Model Infrastructure, UniCredit Bank AG

Nikos Korres
Director – Risk Methodologies and Analytics, ICBC Standard Bank

Naz Jhalli
Director, Nordea