08.10.2016
By Terry Flanagan

3rd Edition Impact of the Fundamental Review of the Trading Book

Why You Should Attend

In working towards compliance with the Fundamental Review of the Trading Book banks are becoming aware of new challenges that the regulation will bring about for them. It is now widely accepted that for most banks the increased capital charges will be far from inconsequential, and firms will need to establish how which models, whether internal or standardised, suit their business best.

Furthermore, they will need to establish new norms for capital optimisation under these redefined parameters, to ensure that they stay competitive in the new regime. This is all exacerbated by ugly questions that remain around how to deal with items such as P&L attribution and non-modellable risk factors. This marcus evans event will provide strategic insights from banks of all sizes across Europe in order to reveal emerging best practices to enable firms deal with the aforementioned challenges, with a view to maintaining viable business models under the new regulatory capital demands.


Visit the Event Page


Key Topics

  • Hear the latest clarifications on the Fundamental Review of the Trading book regulation
  • Obtain an in-depth look at the standardised approach and how it works in practice
  • Discover how to deal with non-modellable risk factors, backtesting, and P&L attribution
  • Learn about the evolving dichotomy between internal and standardised approaches, and the impact that this has on the business, including capital optimisation

Previous Attendees Include:

AFME
ABN Amro Bank
Banco Espirito Santo
Bank of England
Bank of Ireland
Barclays Bank
BNP Paribas
Ceska Sporitelina AS
Citigroup
Commonwealth Bank of Australia
Credit Agricole
Credit Suisse
Credito Trevigiano
Danske Bank
Deloitte
Deutsche Bank
DZ Bank
Erste Group Bank AG
HSBC
ING
Intesa Sanpaolo
ISDA
JP Morgan
Lloyds Bank Commercial Banking
Mizuho International
Morgan Stanley
Natixis CSP Fournisseurs
Nomura International
Nordea
PWC
Santander
VTB Capital
and many more..

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