Risk ASEAN workshop: FRTB, 22-23 May, Kuala Lumpur

Asia Risk is delighted to present FRTB: Fundamental Review of the Trading Book, a two-day pre-conference workshop that will bring together a variety of industry experts and practitioners to discuss topics including: the revised internal model and standardised approaches; the P&L attribution test; modellable and non-modellable risk factors; capital requirements; and data management.

FRTB: Fundamental Review of the Trading Book
22-23 May 2017
Kuala Lumpur, Malaysia

Two-day intensive workshop on FRTB

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Join us for this two-day intensive workshop to hear from regulators and leading industry experts. The agenda will dissect the main components of new proposed rules and analyse possible outcomes for banks in Asia if they are being enforced.

In-depth analysis of major new regulation

The Fundamental Review of the Trading Book (FRTB) has been a difficult topic for both banks and regulators over the past few years. Debate over the exact meaning of the rules has been fierce and complicated by confusion over definitions and the wording of the most recent iteration of the regulation.

With implementation set for 2019, many companies are still establishing what their FRTB strategy will be, as well as coming to terms with some of the more difficult aspects of the regulation. Risk's FRTB training course is returning for a third year to help provide delegates with implementation strategies, industry case studies, and data management tips, as well as a platform to discuss practical methods on how to come to grips with FRTB within their role.

Key highlights of the two-day intensive workshop:

  • Comprehensive overview of the overall latest version of the new framework under FRTB
  • Desk eligibility - how to implement the P&L attribution and the challenges behind NMRF
  • The revised internal model approach and the revised standardised aprroach 
  • The new proposed FRTB-CVA framework
  • Review the instruments needed to effectively implement the new FRTB framework
  • Understand the key challenges in implementing the new framework
  • Address the main challenges financial institutions face towards the implementation of the new market risk regulatory capital framework
  • And much more...View the Programme here

 

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