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.


Fundamental Review of the Trading Book (FRTB)

25-26 September 2019
Hong Kong


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A recent industry report revealed only 44% of global financial institutions will be ready to deal with the impact of FRTB by 2022, the new deadline for compliance.

It is essential that financial organisations now act on the changes needed to their processes and systems to meet this regulatory deadline.

This course is to provide attendees with the skills to establish a robust and compliant FRTB strategy.

András Bohák

Executive Director; Head of Risk Management and Liquidity Core Research


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


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
Group Discussion