Daily Archives: July 18, 2016

Webinar : FRTB Implementation Challenges, 19th July , 3pm BST

FRTB Implementation Challenges

Date: July 19,  2016, Time: 3:00 p.m. BST

Understand how banks are addressing the challenges of Basel Committee’s FRTB new standards on minimum capital requirements

It is now over four months since the Basel Committee published its final standards on minimum capital requirements for market risk following its four-year-long Fundamental Review of the Trading Book (FRTB). While it was already evident that banks’ existing IT infrastructure for trading and risk management would need to bemodified, since January prototypes and impact assessments at larger banks have revealed that the work required is more extensive and nuanced.

Join our webinar to understand how banks are addressing the challenges of:

  • Implementation of the not so simple standardized approaching
  • Internal model approach issues including:
  • P&L attribution
  • Non-modelable risk factors (NMRF)

Register Today