FRTB Implementation Summit USA

Date
16th May 2017 - 16th May 2017
Location
Park Lane Hotel 36 Central Park S. New York, NY 10019

Misys is a proud sponsor of Risk.net’s FRTB Implementation Summit USA. 

What to Expect

Risk.net proudly presents the inaugural FRTB Implementation Summit USA, a timely conference that will bring together regulators and senior industry decision makers from top tier investment banks to answer your key FRTB implementation questions.

The conference will address all of the predominant challenges that institutions are facing in the wake of the FRTB directive, as it unfolds into local legislation across the world. Attendees should expect to leave with a fuller understanding of the business and strategy implications of FRTB and how to address the challenges of implementation.

Join us and 150+ other key industry decision makers to ensure that you are ahead of the FRTB implementation curve.

Key themes for the conference include:

  • How to execute the optimal FRTB implementation program in the trading business
  • Updates on the Basel clarifications
  • How to sufficiently pass the eligibility tests for the internal model approach
  • Minimising non-modelable risk factors
  • Assessing the challenges for model validation under the internal models approach
  • How to set up a front-to-back FRTB IT programme
  • The subtleties around the standardised approach: challenges, systemic risks, cost-reduction methods, and asymmetries
  • Assessing the interplay between the standard approach and internal models approach in terms of capital management
  • Technical considerations for P&L attibution analysis
  • The practical implications of FRTB on the boundary between the trading book and the banking book
  • Optimising your market risk capital whilst meeting regulatory requirements

Meet Misys at our booth!