Fundamental Review of the Trading Book (FRTB) Hong Kong
This two day course will discuss the current regulatory status of FRTB, implementation challenges and ways of approaching the approval process.
Speakers
András Bohák
Executive Director; Head of Risk Management and Liquidity Core Research
MSCI Inc.
András Bohák is an Executive Director and Head of Risk Management and Liquidity Core Research, based in Budapest. He is responsible for liquidity and counterparty credit risk research as well as derivative-related regulation. Mr. Bohák led development of MSCI’s multi-asset class liquidity framework from inception.
Mr. Bohák joined MSCI in 2012 and worked in the securitized products research team before transferring to the risk and regulation research team in 2013. Prior to joining MSCI, he was a lecturer at the Budapest University of Technology and Economics, where he is still teaching Advanced Investments for finance majors.
Mr. Bohák holds a degree in Computer Science and Industrial Engineering and Management, both from the Budapest University of Technology and Economics.
Kishore Ramakrishnan
Partner
Temple Grange Partners
Kishore is the founding partner of Temple Grange Partners (TGP) Asia business. He comes with over 18+ years of industry and consulting experience in equities, derivatives, risk management, banking regulatory reforms and wealth management domain spanning across multiple continents including Americas, Europe, Asia & Japan. His work includes advising global and regional banks and financial market infrastructures covering a range of regulatory mandates including derivative reforms, MiFID II, Volcker reforms, FRTB reforms, OTC Derivative Margin reforms, Basel – IV capital rules among other things. He has several international publications to his credit and is featured on several leading international conferences and seminars.
Who Should Attend?
Relevant departments may include but are not limited to:
- Market Risk
- FRTB Implementation / Project Management
- Risk Management
- Compliance
- Quantitative Analytics
- IT
- Data Management
- Internal Audit
Learning Outcomes
- Understand the best practice approaches to FRTB implementation and timelines in accordance with the latest regulatory guidance
- In-depth look at the revised internal model approach and the standardized approach
- Modellable and non-modellable risk factors and various modelability criteria
- Understand what the P&L attribution test means for you and your organization
- The impact of FRTB on capital and the front office
- The high level impact of FRTB across the business and between your organization and external parties
Sessions Include
- Reviewing the latest FRTB consultations
- Practical Implementation of FRTB Standardised Approach and Internal Models Approach
- Overcoming P&L Attribution Challenges and P&L Calculation
- Addressing the Data Challenges of FRTB
- Modellable & Non-Modellable Risk Factors
- Default Risk Charge
- Obtaining Desk Level Approval
- Requirements of the Banking Book / Trading Book Boundary
Training
Networking
Group Discussion
The workshop was enriching both for me (as speaker) and the participants, as it allowed for a free-ranging discussion on the latest regulatory trends and their impact on the marketplace.
Singapore Exchange
All presentations are relevant and well discussed. Speakers obtained good delivery of topics.
Bank of the Philippine Islands
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
BNY Mellon
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
Excellent industry history and in-depth knowledge
Barclays
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley
Companies who trust us with their Risk Management Training
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We provide access to Equities, Fixed Income including Credit and Rates, Foreign Exchange, Commodities and Prime Services, in addition to Research, across both developed and emerging markets.
As a global investor, by partnering with us you'll benefit from HSBC's local knowledge in over 60 countries, balanced by our understanding of global economics.
Find out more about our solutions or explore our thought leadership series on the Dealing Room of Tomorrow.
普华永道 - 中国內地、香港、澳门、台湾及新加坡
普华永道中国內地、香港、澳门、台湾及新加坡成员机构根据各地适用的法律协作运营。整体而言，员工总数约21,000人，其中包括约850名合伙人。
无论客户身在何处，普华永道均能提供所需的专业意见。我们实务经验丰富、高素质的专业团队能聆听各种意见， 帮助客户解决业务问题，发掘并把握机遇。我们的行业专业化有助于就客户关注的领域共创解决方案。
我们分布于以下城市：北京、上海、香港、沈阳、大连、天津、济南、青岛、南京、苏州、杭州、宁波、合肥、郑州、武汉、长沙、西安、成都、重庆、昆明、厦门、广州、深圳、澳门、海口、台北、中坜、新竹、台中、台南、高雄和新加坡。
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