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2ND EDITION FUNDAMENTAL REVIEW OF THE TRADING BOOK
September 18, 2017 - September 20, 2017
Ensuring effective implementation of the SA and IMA to minimize capital charges and guarantee regulatory compliance
Where: New York, NY
When: September 18-20
Why You Should Attend:
This GFMI conference will help banks to have a more in-depth understanding of the evolving regulatory landscape for the FRTB whilst also examining strategies to minimize potential capital charges. Attendees will learn how to optimize models for P&L attribution, and compare the implementation of standard and internal model approaches (SA and IMA) for specific trading desks. Leveraging technology to enhance data quality and collection and examining the impact of the FRTB on business strategy will be discussed. FRTB implementation for smaller trading portfolios and internal audit’s role in FRTB compliance particularly for FBOs will also be a key area for consideration.
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