Registration is closed for this event
Fundamental Review of the Trading Book

Fundamental Review of the Trading Book

Synopsis

As the regulatory landscape continues to unfold, global regulators and the Basel Committee on Banking Supervision (BCBS) remain focused on ensuring a prudent amount of capital is held in the industry to guard against systemic risks in the market.  To that end, a recent consultative paper titled, Fundamental review of the trading book: A revised market risk framework is the latest attempt by the BCBS to advance that market risk approach to this important initiative and the industry is currently involved in a Quantitative Impact Study (QIS) to assess the capital implications of the proposal.

This esteemed panel of experts will discuss some of the key points of the proposed framework and share their views on the benefits and challenges with implementing such a radically different approach to determining risk weighted assets and regulatory capital.

This is a joint meeting with the Global Association of Risk Professionals (GARP).

Panelists

Eduardo Canabarro, Managing Director, Global Head of Risk Analytics, Morgan Stanley

John Kambhu, Vice President, Financial Institution Supervision, Federal Reserve Bank of New York

Victor Ng, Managing Director Global Head of Corporate Risk & Chief Risk Architect, Market Risk, Goldman Sachs

Evan Picoult, Managing Director, Citibank; Adjunct Professor, Columbia Business School

Moderator

John Lester, Partner, Oliver Wyman

May 6th, 2014 5:30 PM   through   8:00 PM
Harmonie Club
First Floor, Ballroom
4 East 60th Street (between 5th & Madison Avenues)
New York, NY 10022
United States
New York
Eduardo Canabarro, Managing Director, Global Head of Risk Analytics, Morgan Stanley
John Kambhu, Vice President, Financial Institution Supervision, Federal Reserve Bank of New York
Victor Ng, Managing Director, Global Head of Corporate Risk & Chief Risk Architect, Market Risk, Goldman Sachs
Evan Picoult, Managing Director, Citi
John Lester, Partner, Oliver Wyman

Help spread the word

Please help us and let your friends, colleagues and followers know about our page: Fundamental Review of the Trading Book


You can also share the below link in an email or on your website.
http://www.prmia.org/civicrm/event/info?id=6344&reset=1