Thu Oct 24 JST (about 2 years ago)
In your timezone (EDT): Thu Oct 24 12:00am - Thu Oct 24 3:50am
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 symposium speakers are all expert practitioners who have been directly involved in the development and evolution of the financial regulation.
Global Head of Risk and Capital, ISDA