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 four 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.
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: