When: May 16
AxiomSL will be sponsoring and attending the FRTB Implementation Summit hosted by Risk.net in New York City. This event brings together regulators and senior industry decision makers from top tier investment banks to answer 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.
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
- Minimizing 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 program
- The subtleties around the standardized 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 attribution analysis
- The practical implications of FRTB on the boundary between the trading book and the banking book
- Optimizing your market risk capital whilst meeting regulatory requirements
To register for this event click here.
Click here to learn more about AxiomSL’s FRTB solution.