Infoline 5th Annual european Summit 2018 | 28 June 2018 | London, UK

-- 2018: Event cancelled--

Join Regulators and Banks from across Europe to address the recent BCBS Market Risk Capital Consultation and ongoing FRTB strategic and modelling challenges.

Today's key FRTB issues distilled into 12 focused sessions including:
• Regulators' Perspectives on Implementation and Supervision
• Interpreting the BCBS March 2018 Consultation Proposals
• Implications of Standardised Approach Proposed Changes
• Cost-Benefit Analysis on Standardised vs Advance Approaches
• Outcomes of P&L Attribution Original vs Revised Tests
• Tackling Desk Aggregation and Supervisory Reporting
• Impact of NMRF Data Pooling Proposed Changes
• Risk Factor Selection: choices and effects
• Default Risk Charge Implementation and Modelling Choices

Hear from multiple Banks on the 4 interactive panels:
• HSBC - J.P.Morgan - BNP Paribas
• Nordea - ING Bank - Santander
• Standard Chartered Bank - Deutsche Bank

and more tackling:
• Latest Cost-Benefit Analysis for Applying Standardised vs Advance Approaches for Differing Desks
• P&L Attribution Challenges and P&L Calculation
• Changes in NMRF Rules and Monitoring Challenges
• Heads of FRTB Project Implementation on Experiences to Date and Key Forthcoming Priorities

Plus, multiple Case Studies from Banks including:
• Deutsche Bank on: Contrasting the Original vs Revised P&L Attribution Tests and Resulting Outcomes
• Santander on: Interpreting the BCBS March 2018 Consultative Proposals and Latest Regulatory Position on FRTB
• ING Bank on: Tackling the Desk Aggregation and Supervisory Reporting Challenges of FRTB
• Credit-Suisse on: Risk Factor Selection - Choices and Effects on Modelability, Eligibility, Calibration Data and Operational Processes

2018 Speakers

Manoj Bhaskar
Global Head, Markets and Traded Credit Risk, Standard Chartered Bank

Joël Van der Leest
FRTB Programme Manager, ING

Bo Boisen
Head of Strategic Projects, Nordea

Amol Tandon
FRTB Programme Manager, JP Morgan

Adolfo Montoro
Director, FRTB Methodology, Deutsche Bank

Jerry Goddard
Director, Wholesale Risk, Santander

Thibaut Tirolien
Capital Manager, HSBC

Nikos Korres
Senior Manager, Market Risk Analytics, Standard Chartered Bank

Sophie Jeckmans
Financial Risk Manager, ING

Andrei Greenberg
Manager, Quantitative Research & Risk, BNP Paribas

Laura Muller
Head of Market Risk Analytics, HSBC

Thomas Kleisdorff
Chief Risk Analyst, Lead Business Owner for Risk Platform & FRTB, Nordea

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

Nicolae Mera
Head of Quantitative Risk & Capital Strategies, Credit Suisse