THE COMPANIES THAT MAKE THEIR LIFE SIMPLE

This marcus evans event will provide strategic information on the current practices of FRTB and encourage a dialogue between European banks and regulators with the objective to develop cost effective, viable and FRTB compliant business models.

Learn from Key Practical Case Studies

Interactive Sessions

Networking Opportunities

Please complete your contact details and the agenda will be emailed directly to you
Alternatively you can contact:
 
Yiota Andreou 
marcus evans (Europe) Ltd
PO Box 24797
Cyprus
 
Telephone: +357 22 849 404 
Fax: +357 22 849 310 
Email: yiotaa@marcusevanscy.com

 

23 - 24 February 2017
London, UK
 

 

Expert Panel Speakers Includes:

Interactive Conference Workshop:

FRTB and its impact on the front office: The accountability of the front office for risk origination

This workshop will enable participants to learn how to synchronise the operations of the front office with the FRTB programme implementation.
 
Workshop Leader’s Introduction and Opening Remarks
Thomas Obitz
Director
Risk Transform

 

Submit

Attending this premier marcus evans conference

will enable you to:

For more information please contact : yiotaa@marcusevanscy.com

Rita Gnutti
 Head of Intetnal Model Market and Counterparty Risk
Intensa Sao Paolo
Luca Lopez
Financial Risk Quantitative Analyst
Unicredit
Gilles  Artaud
Deputy Head of Counterparty Credit Risk
 Credit Agricole CIB
Jeremy Penn
 Head of Market Risk Data Science
Credit Suisse
 Oliwia Kozlowska
 Director, Market Risk Control, FRTB Lead
UBS Singapore
 Jouni Aaltonen
 Director, Prudential Regulation
 AFME
• Review the current FRTB framework and explore the practicalities of the IMA versus the SA
• Obtain an in-depth look at the operational changes necessitated for trading under after the FRTB
• Take a closer look at the front office and its connection with the FRTB project
• Decipher the P&L attribution test and define modellability and model validation metrics
• Discuss ways of optimising capital cost in an era of higher market risk capital requirements
• Learn about the evolving dichotomy between the banking and trading book, and the impact that this has on capital,and other businesses

Event Organiser :

Event Partners :

Who Should Attend:

From Banks Heads of:
  • Market Risk
  • Counterparty Risk
  • Risk
  • FRTB Project Heads
  • Quantitative Analytics 
  • Regulatory Risk
  • Financial Risk
  • Risk Modelling
  • FRTB
 
 
marcus evans specialises in the research and development of strategic events for senior business executives.  
 
 

4th Edition Fundamental Review of the Trading Book

Transforming to a new trading risk infrastructure and managing the impact on capital management, tackling the P&L attribution and identifying non-modellable risk factors

 

 

Event Sponsor:

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