The Fundamental Review of the Trading Book

The BIS Minimum Capital Requirements for Market risk, also known as the Fundamental Review of the Trading Book (FRTB) was released back in January 2016, yet there is still ambiguity surrounding this profound regulation. Given its impact will be felt far and wide across the industry, the need for shared insights and further clarity couldn't be greater. Furthermore with the current political backdrop on both sides of the Atlantic affecting the timeline for implementation, many firms are seizing the opportunity to prepare as thoroughly as possible, despite the regulatory uncertainty  

In response to this, we've gathered a panel of FRTB experts to provide insight, opinions and guidance on the pressing issues facing banks in their preparations to meet their regulatory deadlines.

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Your Speaker Panel

Bringing together the industry's leading lights

Hany Farag

Ziauddin Ishaq

Hjalmar Schröder 

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Copyright 2017 Marcus Evans - Your Webinar Broadcaster

In this 60 minute session, the panel discuss:

  • Key priorities and activities between now and final Basel deadlines 
  • Causes of concern regarding back testing requirements
  • How to attain the right balance between compliance with PLA Test and Modellability
  • The challenges associated with bringing about greater data management alignment of Trading, Risk and Finance
  • How the role and use of internal models will evolve or change in the next decade
  • and much more

A Webinar Panel Discussion with CIBC, Zürcher Kantonalbank & Oracle FS