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

Registration Closed
Registration is no longer available.

View recap

insights

Innovative thinking

25 Apr, 2024. Webinar | Events

Dynamic ERM: Turning Risk into Opportunities

Risk.net and Quantifi invite you to join our webinar covering the enhanced capabilities of ERM frameworks and discuss the opportunities presented by this evolution.

19 Oct, 2023. London | Events

The Dynamics Driving Financial Markets, London Conference, 2023

Quantifi's annual financial markets conference is designed to facilitate discussion amongst practitioners from buy-side and sell-side firms, clearing houses and industry bodies on how to successfully address the challenges and opportunities arising from regulatory and market forces. Join over 100 senior practitioners from across the industry for an afternoon of unique insights. The networking reception offers a great opportunity to connect with fellow delegates.

6 Sep, 2023. Webinar | Events

Future-Proofing Credit Risk: Adapting to Market and Regulatory Shifts

Mazars and Quantifi invite you to join our webinar covering how to future-proof credit risk by adapting to market and regulatory shifts.

Let's talk!

Speak with one of our solution experts
Loading...