Update on Basel Committee review of FRTB
Thought Leadership Webinar: PRMIA is pleased to share this opportunity with you as a resource for your risk career. Thank you to FIS Global for making this webinar available to the PRMIA community.
Event Information
PRMIA is pleased to share this webinar,Update on Basel Committee review of FRTB. Thank you to FIS Global for making this webinar available to the PRMIA community.
Date: Wednesday, April 18, 2018
Time: 10:00-1100 AM EDT | 3:00-4:00 PM GMT/BST
Where: Sponsored Webinar
In its finalisation of Basel III (aka Basel 4) in December 2017, the Basel Committee announced an extension of the implementation date of the revised minimum capital requirements for market risk allowing time for banks to develop the systems infrastructure needed to apply the framework and for the Committee to address certain specific issues related to the market risk framework. This includes a review of the calibrations of the standardised and internal model approaches.
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