marcus evans europe conferences

3rd Edition Impact of the Fundamental Review of the Trading Book

Managing the move to standardised and internal models, the impact on capital optimisation, and advanced challenges like P&L attribution and non-modellable risk factors

14-16 September 2016
Marriott Marble Arch, London, United Kingdom

Conference Workshop

The FRTB in conjunction with the SA-CCR: New standards in standardisation

This workshop will enable participants to learn about how the changes mandated by the FRTB interact with the changes mandated by the SA-CCR, to ensure that any overlap between the two is managed parsimoniously.

Workshop Moderator: Paul Lawton, Director

Company: Counterparty Risk Solutions Limited

Conference Workshop

Strategic Review of the Trading Business – “SRTB”

This workshop will look at how the FRTB affects trading desks on a strategic level to give attendees an idea of what a profitable post-FRTB trading strategy can and should look like.

Workshop Moderator: Andrew Collingworth, Managing Director

Company:Collingworth Consulting


Why You Should Attend

3rd Edition Impact of the Fundamental Review of the Trading Book

In working towards compliance with the Fundamental Review of the Trading Book banks are becoming aware of new challenges that the regulation will bring about for them. It is now widely accepted that for most banks the increased capital charges will be far from inconsequential, and firms will need to establish how which models, whether internal or standardised, suit their business best. Furthermore, they will need to establish new norms for capital optimisation under these redefined parameters, to ensure that they stay competitive in the new regime. This is all exacerbated by ugly questions that remain around how to deal with items such as P&L attribution and non-modellable risk factors. This marcus evans event will provide strategic insights from banks of all sizes across Europe in order to reveal emerging best practices to enable firms deal with the aforementioned challenges, with a view to maintaining viable business models under the new regulatory capital demands.


Key Topics

  • Hear the latest clarifications on the Fundamental Review of the Trading book regulation
  • Obtain an in-depth look at the standardised approach and how it works in practice
  • Discover how to deal with non-modellable risk factors, backtesting, and P&L attribution
  • Learn about the evolving dichotomy between internal and standardised approaches, and the impact that this has on the business, including capital optimisation
  • Previous Attendees Include

    • AFME
    • ABN Amro Bank
    • Banco Espirito Santo
    • Bank of England
    • Bank of Ireland
    • Barclays Bank
    • BNP Paribas
    • Ceska Sporitelina AS
    • Citigroup
    • Commonwealth Bank of Australia
    • Credit Agricole
    • Credit Suisse
    • Credito Trevigiano
    • Danske Bank
    • Deloitte
    • Deutsche Bank
    • DZ Bank
    • Erste Group Bank AG
    • HSBC
    • ING
    • Intesa Sanpaolo
    • ISDA
    • JP Morgan
    • Lloyds Bank Commercial Banking
    • Mizuho International
    • Morgan Stanley
    • Natixis CSP Fournisseurs
    • Nomura International
    • Nordea
    • PWC
    • Santander
    • VTB Capital
    • and many more..


    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.


    Event Sponsors
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    Event Partners


    Practical Insights From

    Jouni Aaltonen
    Director, Prudential Regulation
    AFME

    Ed Duncan
    Director, Risk Management
    Barclays Bank

    Michael Sternberg
    Managing Director, Risk Management
    Morgan Stanley

    Ernst Raschhofer
    Head of Group Market Risk Methods and Models
    Erste Group Bank AG

    John Mitchell
    Director, Market and Liquidity Risk Management
    Credit Suisse

    Jürgen Stein
    Head of Methodology Trading: Market Risk Models, Group Market Risk Management
    Commerzbank

    Rasmus Engelstad Sørensen
    Chief Analyst, Market Risk
    Nykredit

    Henry Wayne
    Managing Director, Regulatory Reform and Risk
    Citi

    Click Here For Full Agenda

    Voice of Our Customers
    • “Very good. Good debate – enjoyed it!” Lloyds Banking Group
    • “Extremely well presented course – informative and valuable to the whole group.” Nordea Bank
    • “Comprehensive and well structured programme with an open and engaging style of presentation.” Investec
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall


    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    Telephone:
    +357 22849 380
    Fax: +357 22849 394
    Email: constandinosv@marcusevanscy.com