European Banking Summit on the Fundamental Review of the Trading Book

AxiomSL - European Banking Summit on the Fundamental Review of the Trading Book
When: September 29-30, 2015
Where: London, United Kingdom

AxiomSL will be sponsoring and exhibiting at the European Banking Summit on the Fundamental Review of the Trading Book (FRTB), which will see European regulators, 10+ EU banks, and technology service providers share ideas on outstanding regulatory priorities and implementation challenges for Basel’s finalised FRTB.

As we approach Basel’s final paper on Fundamental Review of the Trading Book, many key issues remain open, with details of the final QIS still to be confirmed. The process for desk model approval, technical modelling questions and the implications for Bank capital are still causing concern, with the industry keen for clarity on the final approach.

The first of its kind, the Fundamental Review of the Trading Book conference will host a set of roundtables and public discussions designed to help attendees understand industry perspectives on varying contradictory regulatory requirements, the industry led QIS results and technical modelling challenges.

Agenda

The agenda will outline the following key topics:

  • Results from the industry led FRTB QIS
  • Desk wide model approval frameworks
  • Integrating risk management for SBA and IMA
  • Model independent assessment tools
  • Modellable v non-modellable risk factors
  • Linking FRTB developments with CVA capital
  • Liquidity horizon management for instruments

Come and visit our booth

We will have our own booth during Compliance Day. If you would like to learn more about how AxiomSL’s award-winning platform can help you meet complex technological requirements within your compliance program, or would like to discuss the latest regulatory reporting challenges and developments affecting your team or firm, please come by and visit.

To arrange a discussion, simply schedule a meeting by clicking the link below.

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