FRTB - Nearing the Finish Line
Complimentary Webinar: The delayed launch of the Basel III regime and its market risk component, FRTB, has brought with it raised expectations around how banks are preparing for the new rules. Speakers from the Bank of England, Standard Chartered and Deutsche Bank will discuss key remaining issues for FRTB implementation in Europe, addressing both regional and global challenges arising from this significant change to market risk capital rules.
Date:
January 26, 2021
Time:
10:00 - 11:00 a.m. EST
3:00 - 4:00 p.m. GMT
4:00 - 5:00 p.m. CET
Session Length:
60 minutes
Sponsored By:
Speakers from the Bank of England, Standard Chartered and Deutsche Bank will discuss key remaining issues for FRTB implementation in Europe, addressing both regional and global challenges arising from this significant change to market risk capital rules.
Discussion items:
- Key priorities and activities ahead of final FRTB deadlines
- The first hurdle - FRTB SA reporting
- Analytical challenges of implementing FRTB IMA
- How to balance modellability and compliance with P&L attribution (PLA) test
- Managing regional differences
- Challenges of managing data and aligning trading, risk, and finance
- Interlink between competing regulatory deadlines such as FRTB and IBOR migration
- Importance of a data-driven approach to complex market risk requirements
Thank you to our sponsor for providing this webinar to the PRMIA community.
