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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, how to aggregate data to achieve granular data analysis and transform the existing trading risk architecture, and deciphering the main challenges of the new operating models. It will offer practical insights into the end to end operating model and how to implement changes necessitated by FRTB.
Workshop Moderator: Thomas Obitz, Director
Company: Risk Transform
As the FRTB implementation race begins, it is crucial that banks now get a thorough understanding of the structure of trading desks, refine operating models and the front office and transform the market risk infrastructure effectively in order to meet the so called ‘FRTB standard’. With less that 18 months to go, banks are under pressure to develop high quality and consistent projects that will minimise the risk of capital charges and ensure integrity across the front office, risk and finance departments. The biggest challenge is yet to be addressed: the application of the P&L attribution test and the definition of non modellable risk factors will be key topics.
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.
Key Topics
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- 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
Full details and booking: http://www.marcusevans-conferences-paneuropean.com/marcusevans-conferences-event-details.asp?EventID=23245&SectorID=2#.WHjugpKBdY9
4th Edition Impact of the Fundamental Review of the Trading Book
By
DSAssist
|
on January 13, 2017
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