Venue
Virtual Event

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Event Date Mon Feb 14 EST - Thu Feb 17 EST (in 27 days)
Location Virtual Event
Region All
Details

Explore the impact and implementation of FRTB within financial institutions, from model risk management, capital requirements and data management challenges.

During this 4-day virtual event, participants will gain a new and improved understanding on the continuing journey of FRTB implementation and where different institutions are in the process. Led by subject matter expert, Thomas Obitz, director at RiskTransform, this event will enable delegates to connect and discuss best practice approaches on how to manage FRTB within their organisation to enhance capability and efficiency.

What will you learn:
• Explore a comprehensive overview of the fundamental principles behind the FRTB framework
• Understand the status of the FRTB global implementation process and where you are in your journey
• Develop the skills to manage key topics such as capital floor, IBOR transition impact, P&L attribution test and non-modellable risk factors
• Identify the key components for capital frameworks and the drivers for using IMA vs. standardized approach
• How to approach diverging liquidity horizons when using the internal model approach
• Identify the typical pitfalls of FRTB and how these can be managed, from capital traps to typical implementation challenges

Who should attend:
The class focusses on the regulation as a whole, and puts the changes in risk models in a broader regulatory and operational context. It is relevant to a broad range of of stakeholders, including:

• FRTB project teams
• Risk management
• Quantitative analytics functions
• Trading and Product Development
• Finance and Capital management
• IT and Data management
• IBOR transition
• Model risk management
• Internal audit