marcus evans europe conferences

4th Edition Impact of the Fundamental Review of the Trading Book

Transforming to a new trading risk infrastructure and managing the impact on capital management, tackling the P&L attribution and identifying non-modellable risk factors

23-24 February 2017
London, United Kingdom

Why You Should Attend

4th Edition Impact of the Fundamental Review of the Trading Book

As the FRTB implementation race begins, it is crucial that banks now get a thorough understanding of the structure of trading desks, refine operating models and the front office and transform the market risk infrastructure effectively in order to meet the so called ‘FRTB standard’. With less that 18 months to go, banks are under pressure to develop high quality and consistent projects that will minimise the risk of capital charges and ensure integrity across the front office, risk and finance departments. The biggest challenge is yet to be addressed: the application of the P&L attribution test and the definition of non modellable risk factors will be key topics.

 This marcus evans event will provide strategic information on the current practices of FRTB and encourage a dialogue between European banks and regulators with the objective to develop cost effective, viable and FRTB compliant business models.


Key Topics

  • Review the current FRTB framework and explore the practicalities of the IMA versus the SA
  • Obtain an in-depth look at the operational changes necessitated for trading under after the FRTB
  • Take a closer look at the front office and its connection with the FRTB project
  • Decipher the P&L attribution test and define modellability and model validation metrics
  • Discuss ways of optimising capital cost in an era of higher market risk capital requirements
  • 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.

    Practical Insights From

    Jeremy Penn
    Head of UK Regulatory Market Risk Quant Analysis
    Credit Suisse

    Alexander Tsorlinis
    Head of Market Risk Management
    Raiffeisen Bank

    Ravi Shankar
    Head of Risk and Counterparty Exposure Management Technology

    Shingirirai Mureriwa
    Chief FRTB Risk Analyst

    Rita Gnutti
    Head of Internal Model Market and Counterparty Risk
    Intensa Sao Paolo

    Luca Lopez
    Financial Risk Quantitative Analyst

    Click Here For Full Agenda

    Voice of Our Customers
    Latest Conference News & Resources

    • “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:

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310