London: The 6th FRTB Conference, 11th & 12th March 2020

THE 6TH FRTB CONFERENCE

We are delighted to announce the 6th running of our very popular FRTB Conference.

Workshop Day: Wednesday 11th March 2020

Thursday 12th March 2020

Topics:

  • Regulatory Perspectives on FRTB Development, Implementation and Supervision
  • Getting the P&L Attribution Test Right
  • “NMRF and their Capitalization in EU: level playing field?
  • The IBOR Transition and the impact of FRTB
  • Default Timing and Correlation Model for DRC (FRTB Internal Model)
    • Default timing / Correlation model
    • Model risk in DRC: Choice of Copula
  • Identifying Pitfalls Banks and Regulators Ought to Avoid
  • Panel: Discussing the final set of FRTB rules and the recent regulatory updates
  • Panel: FRTB Lead Panel

Benefit from The Super Early Bird Discount and 3-for-2 offer

  • When 2 colleagues attend the 3rd goes free!
  • Super Early Bird Discount: 25% Until 24th January
  • Early Bird Discount: 15% Until 14th February
  • Main Conference + Workshop (£300 Discount)