Event Listings
 
Fundamental Review of the Trading Book

The Fundamental Review of the Trading Book (FRTB) has been a difficult topic for both banks and regulators over the past few years. Debate over the exact meaning of the rules has been fierce and complicated by confusion over definitions and the wording of the most recent iteration of the regulation.

With implementation set for 2019, many companies are still establishing what their FRTB strategy will be, as well as coming to terms with some of the more difficult aspects of the regulation. Risk's FRTB training course returning to New York to help provide delegates with implementation strategies, industry case studies, and data management tips, as well as a platform to discuss practical methods on how to come to grips with FRTB within their role.

Risk's two day training course will bring together a variety of industry experts and practitioners to discuss topics including the revised internal model and standardised approaches, the PandL attribution test, modellable and non-modellable risk factors, capital requirements and data management.

URLs:
Website: https://go.evvnt.com/139752-1
Inquiries: https://go.evvnt.com/139752-2

Time: 08:30 to 17:00

Price:
Super Early Bird Price: USD 1999,
Early Bird Price: USD 2199,
Standard Price: USD 2399

Speakers: Dr Hany Farag Senior Director Head of Methodology and Analytics Capital Markets Risk Management CIBC, Dmitry Pugachevsky Research Director Quantifi, Dr Yi Zhao Senior Vice President Global Risk Analytics HSBC USA, Dr Alexey Smurov Senior Director Model Validation Capital One


Event Date: 27 September 2017 - 28 September 2017 Contact Person: Charlotte Milman
Venue: Downtown Conference Centre, 157 William Street, New York, 10038 Email:
Country: United States Tel: 4402073169708

Registration Website: http://go.evvnt.com/139752-0

Submitted by Love Evvnt, Evvnt on Wednesday, 27 September 2017 at 8:30 AM
Category: Business
 
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