Why You Should Attend

With the ever-shifting regulatory landscape, meeting the capital requirements for each regulation in a manner which retains business profitability is of vital importance. Though the final text of the FRTB has been published, with the implementation date set for the end of 2019, there is still work to be done, and changes are likely to be made.

The SA-CCR is due to take effect on the 1st January 2017, with similar changes being made to credit risk modeling, and will require careful assessment of the business model to ensure that it will still be profitable once the regulations are put in place. As we move closer to the implementation dates for TLAC and MREL, the cost to businesses is better understood, and the question becomes how to cover that cost and meet the regulations effectively.

There are also other elements, such as IFRS 9, stress testing, and the leverage ratio which will affect how capital is allocated, and staying on top of these diverse regulatory requirements is vital to retaining both compliance and profitability.

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Visit the Event Page

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Key Topics

• Discover how KVA is being used to capture the cost of capital
• Learn what impact new rules for initial margin will mean for pricing
• Analyse the cost of TLAC and MREL to bank capital structures
• Ensure that FVA methodologies are up to date, including developments with the NSFR and LCR
• See how peers are aggregating XVA calculations to optimise resources

Previous Attendees Include:

Citi
Nomura
UBS
Deutsche Bank
Lloyds Banking Group
Credit Agricole
Barclays
KPMG
BNP Paribas
HSBC
RBS
Nordea
Credit Suisse
Bank of America
Belfius
LBBW
ING
Morgan Stanley
Santander
Bank of England
Mitsubishi UFJ
Deutsche Pfandbriefbank AG
…and many more