We are delighted to announce the 6th running of our very popular FRTB Conference.
Workshop Day: Wednesday 11th March 2020
- Delivering Strategic Change in a Fragmented Regulatory Environment – FRTB/IBOR Migration – J Variance & Running with FRTB: The Practical Side of the New Market Risk Framework
Thursday 12th March 2020
- 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)