Risk Training: FRTB Course

As the FRTB implementation date looms ever closer, banks and regulators are still debating the rules and iterations of the regulations. Risk.net's training course returns to New York to help provide delegates with practical knowledge to better understand FRTB and how to best implement within their company.

Day one will begin with an overview of where US FRTB is at in early 2018 and how this compares with global progress and other regulations. The course continues with reviews of the banking book boundary, the revised standardised approach & the revised internal model approach. Day two will continue with an overview of modellable and non-modellable risk factors. Following this, a discussion on the treatment of credit and a thorough explanation of the P&L attribution test before the course concludes with a discussion on data challenges and desk level approaches. Dmitry Pugachevsky’s presentation will be on day 2 at 12pm.

Treatment of Credit

  • securitisation exposures
  • Non-securitisation exposures
  • Default Risk Charge
  • Where it will stand after the final Basel paper?

Presenter

Dmitry Pugachevsky, Research Director, Quantifi

Event has passed
This event has already happened, registration is no longer available.

insights

Navigate major trends & developments shaping the industry

23 May, 2023. NYC | Events

The Dynamics Driving Financial Markets, NYC Conference, 2023

Quantifi's annual New York trading and risk conference is designed to facilitate discussion amongst delegates from banks, asset managers, hedge funds, clearing houses and industry bodies on how to successfully address the competing challenges arising from regulatory and market forces. Join over 100 senior practitioners from across the industry for an afternoon of unique insights and sharing of best practices.

➞
15 Dec, 2022. Webinar | Events

Crypto Credit Risk – Lessons Learnt

Since the inception of cryptocurrency markets, crypto assets have carried plenty of risk and risk management concerns. While 2022 has been an awful year for macro sections in equity and fixed income, it has been particularly atrocious for crypto assets.

➞
26 Oct, 2022. | Events

Quantifi Breakfast Seminar

Modern alternative asset/credit firms face several challenges in the current market/competitive landscape. Using data wisely can augment your firm’s efforts across several key business functions, from portfolio management and risk management to investor relations and sales efforts.

➞

Let's Talk!

Speak with one of our solution experts
GET STARTED
CONTACT US
Loading...