Trading Book Capital (US): Fundamental Review of the Trading Book “FRTB” & Counterparty Credit Risk 2021 | International Swaps and Derivatives Association Inc. (ISDA) | 2 December 2021 | Online Event

Regulators across the globe are preparing to publish draft rules to implement the final Basel III measures, including the Fundamental Review of the Trading Book (FRTB) – changes that will have a massive impact on how banks manage their trading books, the models they use and the capital they have to hold following implementation in January 2023. Even before then, banks need to get to grips with a variety of other requirements, including the standardized approach (SA) to counterparty credit risk and, in the EU, the introduction of supervisory reporting under the FRTB SA. How are banks preparing for these raft of measures, and what challenges do they present? How might the rules differ across jurisdictions? What lessons were learned during the coronavirus pandemic, and are additional revisions needed as a result?

Spread across three events focused on the US, Europe and Asia-Pacific, these free-to-attend virtual events will provide in-depth analysis on the big issues, with exclusive insight from senior market practitioners and regulators.

2021 Speakers

Panayiotis Dionysopoulos
Head of Capital, ISDA

Lisa Galletta
Director, Risk and Capital, ISDA

Gregg Jones
Director, Risk and Capital, ISDA

David Lynch
Deputy Assistant Director, Federal Reserve Board

Frank Manahan
Managing Director, KPMG

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

Andrew Nash
Executive Director, Morgan Stanley & Co. International plc.

Mark Nowakowski
Principal, KPMG

Scott O’Malia
Chief Executive Officer, ISDA

Charuhas Pandit
Managing Director, Risk Management, Morgan Stanley

Debbie Toennies
Managing Director, Head of Regulatory Affairs – Corporate and Investment Bank, JPMorgan Chase & Co.

Marc Tourangeau
Assistant Director, Risk and Capital, ISDA

Michael Tregidga
Market Risk Manager, Wells Fargo Securities

Wei Zhu
Managing Director, Global Head of Market Risk Analytics, Citigroup

2021 Sponsors

• KPMG