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.

Webinar 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

Speakers

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

Date & Time

14th March, 2018
2pm GMT / 3pm CET / 10am EST

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