Trading Book Capital: Fundamental Review of the Trading Book “FRTB” & Counterparty Risk (CCR & CVA) 2019 | International Swaps and Derivatives Association, Inc. | 13 June 2019 | Allen & Overy LLP, One Bishops Square, Spitalfields, London E1 6AD, UK

The post-crisis regulatory reform highlighted an increasing focus from the regulators on the capital requirements for trading book activities (Market Risk and Counterparty Risk).

The Fundamental Review of the Trading Book, just finalized in January 2019, will have profound consequences on the way market risk capital is measured and managed for trading businesses. It changes every aspect of market risk capital calculation, introducing a new and more sophisticated, mandatory Standardized Approach, as well as making fundamental changes to the Internal Models Approach and eligibility.

Counterparty Risk capital is also undergoing significant changes due to finalization of the Standardized Approach for Counterparty Credit Risk (SA-CCR) and revised CVA framework.

ISDA leads the industry working groups on trading book capital and the conference speakers are all expert practitioners who have been directly involved in the development and evolution of the financial regulation.

2019 Speakers

Shaun Abueita
Partner, Ernst & Young LLP

Shearin Cao
FRTB Technical Specialist, Standard Chartered Bank

Panayiotis Dionysopoulos
Head of Capital, ISDA

Nicholas Evain
Global Markets Financial Resources Manager, BNP Paribas

Alessandro Evangelista
Counterparty Risk Lead, NatWest Markets

Gregg Jones
Director, Risk and Capital, ISDA

Nicola Mariano
Assistant Director, Risk and Capital, ISDA

Adolfo Montoro
Director, Global Head of Marker Data Strategy & Analytics, Market and Valuation Risk Management, Deutsche Bank AG

David Phillips
Head of Traded Risk Measurement, Traded Risk, Supervisory Risk Specialists, Bank of England

Alan Smillie
Head of Capital & Ratings Methodology, Nomura

Amol Tandon
Executive Director, JPMorgan Chase & Co

2019 Sponsors

• EY Builders