FRTB is set to revolutionise current market risk practices, placing emphasis on the coordination of operational, risk and data management processes as well as systems and technology. To best respond to these new demands, banks need to make the right strategic and technology decisions and assess the impact on operations and processes across risk, front office, finance and IT.
Co-hosted by Quantifi & Monocle Solutions
- The business case for SA versus IMA
- Classification Rules Framework - Banking Book and Trading Book
- IMA eligibility test
- Implications of FRTB on the size / structure of trading desks
- SA & IMA calculation and performance challenges
- Technology considerations
Dmitry Pugachevsky, Director, Research, Quantifi
David Buckham, CEO, Monocle Solutions
Recommended Whitepapers and Articles
Portfolio Diversification in FRTB
FRTB: Strengthening Market Risk Practices?
Quantifi FRTB Survey/a>
Explaining the Two Key FRTB Frameworks