How are leading firms tackling FRTB regulatory changes and overcoming challenges to implementation?
The January 2019 Basel Committee on Banking Supervision requirements for the Fundamental Review of the Trading Book (FRTB) have taken more than six years to develop and have included a series of impact studies and consultations.
The most recent release makes important changes to the rules reflecting many proposals, particularly related to the NMRF and PLA approaches.
Those amendments have been made, in part, due to the fear of rising implementation costs at banks, which are thought to run into the millions.
In order to help banks navigate this environment, we have partnered with Risk.net to prepare a webinar where we will examine how leading institutions are managing the amendments to FRTB regulatory changes and discuss implementation in the lead up to 2022:
- What do these changes actually mean for banks? What impact will they have?
- Quantitative Impact Study changes in the lead up to 2022: how will firms measure up?
- Moving beyond regulatory requirements: employing robust operational capital management tools to maintain compliance
- How will this enable banks to immediately measure capital allocation and the impact of new trades?
- How will this allow them to decompose the calculations down to trade level? And allow them to effectively measure the cost of increased capital of model rejection?
- Key takeaways for banks: enabling robust implementation to remain compliant
The webinar will take place on Thursday, March 21, 2019 at 2PM GMT / 10AM EDT
- Tom Osborn – Desk Editor, Risk.net
- Robbie Mouat – Principal Quantitative Analyst, ActiveViam
- Suman Datta – Head of Portfolio, Quantitative Research, Lloyds Bank Commercial Banking
- Hany M. Farag - Former Senior Adviser, Head of Modelling and Methodology, Capital Markets Risk Management, CIBC
- More speakers to be announced
For further information please get in touch with us at firstname.lastname@example.org.
If you are unable to join us on March 21st, registering will ensure you receive the on-demand link to watch a recording of the webinar at a time that suits you.
We look forward to sharing insights on those topics.