FRTB: Moving Towards a Practical Implementation
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

Co-hosted by Quantifi & Monocle Solutions


Agenda

  • 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

Presenters

  • Dmitry Pugachevsky, Director, Research, Quantifi
  • David Buckham, CEO, Monocle Solutions

insights

Navigate major trends & developments shaping the industry

Whitepapers

Portfolio Diversification in FRTB

FRTB impacts financial institutions across all functions as it poses operational, methodology and technology challenges. To meet the requirements financial institutions will need to rethink their business and technology strategies with a view to streamlining their processes and architecture.

Whitepapers

FRTB: Moving Towards a Practical Implementation

FRTB heralds a new era in bank risk management, making it one of the most critical items on a bank’s to-do list for the immediate future and beyond.

Whitepapers

FRTB: Strengthening Market Risk Practices?

This paper explores both FRTB frameworks in their historical context and how they affect bank balance sheets.

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