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6th Edition Impact of the Fundamental Review in the Trading Book

Address the difference between the standardised and internal model approach under the FRTB, along with questions surrounding NMRFs, and the impact of requirements from business perspective

Dates to be confirmed
London, United Kingdom

Conference Workshop

FRTB: Where would you spend your £10m?

With limited budgets for FRTB and so many places to begin developments, getting your priorities right and spending effectively can save a lot of money.

Workshop Moderator: Satinder Jandu, Managing Director

Company: Viewset

Why You Should Attend

6th Edition Impact of the Fundamental Review in the Trading Book

This marcus evans conference will look at the new differences between the SBA and IMA under the FRTB, along with questions surrounding NMRFs, the continued impact on front office trading and capital, and the steps that Banks should be making in anticipation of a final framework.

In the last six months the Basel Committee have made large strides by releasing revisions to the minimum capital requirements for market risk in March, consisting of clearer rules surrounding the capital floor, FRTB and CVA and further requirements surrounding NMRFs. All of this has prompted both discussion and action from banks on their FRTB framework. In the wake of the consultation period, banks have a lot of food for thought and will be looking to get everything in order so they can drive the project forward as efficiently as possible once they do have the final framework.

Key Topics

  • Nordea demonstrate how they are preparing for the Internal Model approach
  • Lloyds Banking discuss what impacts on data and models
  • Zürcher Kantonalbank show a real world example of how to pass P&L
  • CIBC highlight changes to the backtesting framework
  • UBS get to grips with the fine line between the Banking book and the Trading book
  • Previous Attendees Include

    • AFME
    • ABN Amro Bank
    • Banco Espirito Santo
    • Bank of England
    • Bank of Ireland
    • Barclays Bank
    • BNP Paribas
    • Ceska Sporitelina AS
    • Citigroup
    • Commonwealth Bank of Australia
    • Credit Agricole
    • Credit Suisse
    • Credito Trevigiano
    • Danske Bank
    • Deloitte
    • Deutsche Bank
    • DZ Bank
    • Erste Group Bank AG
    • HSBC
    • ING
    • Intesa Sanpaolo
    • ISDA
    • JP Morgan
    • Lloyds Bank Commercial Banking
    • Mizuho International
    • Morgan Stanley
    • Natixis CSP Fournisseurs
    • Nomura International
    • Nordea
    • PWC
    • Santander
    • VTB Capital
    • and many more..

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Partners

    Practical Insights From

    William Cooper
    Head of Risk

    Oliver Barritt
    Chief Market Risk Manager
    Mitsubishi UF J Trust Bank

    Hany Farag
    Head of Methodology and Analytics

    Oliwia Kozlowska
    Executive Director, FRTB Lead

    Thomas Hougaard
    Chief Risk Analyst

    Lorenzo Liesch
    Head of Group Financial Risk Methodologies & Models

    Hjalmar Schröder
    Head of Market Risk Analysis
    Zürcher Kantonalbank

    Bill Khurshid
    FRTB Project Manager

    Click Here For Full Agenda

    Voice of Our Customers
    • ‘Very good and relevant conference. I did not expect to learn that much so far into the FRTB development process. Well done!’ – NAB
    • ‘Well organised conference, with very high-level competence of the speakers. Extremely informative and valuable to me.’ – Intesa Sanpaolo
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310