Quick Find:
  • Events
  • Trading Book Capital: Fundamental Review of the Trading Book “FRTB” & Counterparty Risk (CCR & CVA)
Trading Book Capital: Fundamental Review of the Trading Book “FRTB” & Counterparty Risk (CCR & CVA)
Date and Venue

Date:
13 June 2019

Venue:
Allen & Overy LLP
One Bishops Square
London, E1 6AD

Event Overview

Fundamental Review of the Trading Book (FRTB) and Counterparty Risk capital have undergone significant changes that will have a profound impact on the way market risk capital is measured, and managed for trading businesses. These half-day conferences will feature panel discussions on the finalized FRTB and Counterparty Risk rules led by industry experts who have been directly involved in the development and evolution of the final regulation, including an in-depth discussion on the FRTB implementation approaches, challenges and timelines.

Other topics include:
  • Incentives for Internal Models Approach Capital optimization considerations
  • Data requirements key focus
  • Model validation approach

For more information and to register