Approaches to FRTB Implementation, Amsterdam
Gain clarity on the regulatory timelines, understand the effect the Ibor transition will have and discuss the constantly evolving technology considerations.
As the regulatory deadline for FRTB implementation approaches, the industry conversation has shifted from standardised practice to the many practical challenges that lie ahead.
This training course will address in-depth the most pressing implementation challenges and emerging trends in FRTB. Prepare for 2022 by attending this course and be a part of the discussion.
Across the two days, sessions will focus on the latest developments and challenges financial organisations are facing including shifting regulatory timelines, data and technology challenges and the Ibor transition.
The course is delivered by a range of expert speakers from investment banks and leading consultancies, providing a mix of perspectives and best practice approaches to implementation.
The course is CPD accredited and delegates will earn 12 points if in attendance for both days of the course.
What will you learn?
- How to best continue with an implementation plan despite uncertain timelines
- The effect of the Ibor transition and how to make a holistic transition plan
- Guidelines to meet the regulators expectations for model risk under FRTB
- How to manage the data challenges posed by FRTB
- Discuss modellable and non-modellable risk factors, data criteria for NMRF and address data pooling issues
- Understand the role technology will play in the FRTB transition
Who should attend?
Relevant departments may include but are not limited to:
- FRTB implementation
- Market risk
- Capital management
- Quantitative analytics
- Traded risk
- Risk management
- Internal audit
- Reviewing the implementation of FRTB so far
- Assessing the 2019 revisions
- Ibor transition and FRTB
- Addressing the data challenges of FRTB
- Modellable & non-modellable risk factors
- Default risk charge
- How will technology affect the FRTB transition?
- Model risk management under FRTB