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6th Edition Impact of the Fundamental Review in the Trading Book

Establish approaches for FRTB implementation across the globe with focus on the P&L attribution test, default risk charge and non-modellable risk factors

9-11 October 2019
London, United Kingdom

Why You Should Attend

6th Edition Impact of the Fundamental Review in the Trading Book

This marcus evans conference will look at the new differences between the SBA and IMA under the FRTB, along with questions surrounding NMRFs, the continued impact on front office trading and capital, and the steps that Banks should be making in anticipation of a final framework.

In the last six months the Basel Committee have made large strides by releasing revisions to the minimum capital requirements for market risk in March, consisting of clearer rules surrounding the capital floor, FRTB and CVA and further requirements surrounding NMRFs. All of this has prompted both discussion and action from banks on their FRTB framework. In the wake of the consultation period, banks have a lot of food for thought and will be looking to get everything in order so they can drive the project forward as efficiently as possible once they do have the final framework.

Key Topics

  • AFME provides an overview of the main FRTB regulatory updates
  • Unicredit examines the treatment of NMRFs and the quantification of the SES charge
  • CIBC investigates forex hedging under FRTB
  • UBS analyses the boundary between the trading and banking book in the context of FRTB
  • 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
    Axis Alternatives
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    Event Partners

    Practical Insights From

    William Cooper
    Head of Risk

    Oliver Barritt
    Chief Market Risk Manager
    Mitsubishi UF J Trust Bank

    Hany Farag
    Head of Methodology and Analytics

    Oliwia Kozlowska
    Executive Director, Market Risk Control FRTB Lead

    Thomas Hougaard
    Chief Risk Analyst

    Lorenzo Liesch
    Head of Group Financial Risk Methodologies and Models

    Samuel Chesnel
    Axis Alternatives

    Bill Khurshid
    FRTB Project Manager

    Click Here For Full Agenda

    Voice of Our Customers
    • ‘Very good and relevant conference. I did not expect to learn that much so far into the FRTB development process. Well done!’ – NAB
    • ‘Well organised conference, with very high-level competence of the speakers. Extremely informative and valuable to me.’ – Intesa Sanpaolo
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    Event Contact

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

    Alexia Mavronicola

    marcus evans Cyprus
    9 Dimostheni Severi Str.
    Nicosia, 1080

    +357 22 849 425
    Fax: +357 22 849 394