New York City: 8th - 9th June: USA FRTB: Fundamental Review of the Trading Book USA Conference

USA FRTB: Fundamental Review of the Trading Book USA Conference

 Discounts:

20% Early Bird Discount Until Friday 27th April 2017
When 2 colleagues attend the 3rd goes free


Thursday 8th June: FRTB: Towards Implementation Phase, Testing & Data Solutions

  • Towards FRTB Implementation Phase
  • The Impact of Regulatory Challenges and Uncertainties on FRTB implementation
  • Data Challenges and Solutions 

Friday 9th June: FRTB: Towards Implementation Phase, Testing & Data Solutions 

  • Desk Eligibility Rules
  • Non-Modellable Risk Factors
  • P&L Attribution Testing & Backtesting
  • Latest Modelling Challenges
  • CVA & Initial Margins

Speakers   


  • To be confirmed