marcus evans europe conferences

5th Edition Impact of the Fundamental Review of the Trading Book

Examine recent developments in the FRTB addressing particular questions surrounding the P&L attribution test, capital floor, default risk charge and non-modellable risk factors

14-15 Sep 2017
Marriott West India Quay, London, United Kingdom

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Conference Speakers

Neels Vosloo
Head of EMEA Regulatory Risk
Bank of America Merrill Lynch

Bryan Williams
Global Head of Traded Market Risk
RBS

Gilles Artaud
Deputy Head of Counterparty Credit Risk
Credit Agricole

Thomas Hougaard
Chief Risk Analyst
Nordea

Nicolae Mera
Director, Market Risk Methodology
Credit Suisse

Hany Farag
Head of Methodology and Analytics
CIBC

Dionisis Gonos
Co-Head Quantitative Analytics for Market Risk
Barclays Capital

Hjalmar Schroeder
Head of FRTB Program
Zuercher Kantonalbank

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General Enquiries

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


Conference Quote

Examine recent developments in the FRTB addressing particular questions surrounding the P&L attribution test, capital floor, default risk charge and non-modellable risk factors. Banks cannot let uncertainty surrounding FRTB divert attention away from its impact; it is the biggest change in market risk in the past two decades.