Asia Risk workshop: FRTB, 4-5 October, Singapore

Asia Risk is delighted to present FRTB: Fundamental and Practical Implications, a two-day pre-congress workshop designed to provide attendees with  practical insights into the fundamentals and implementation challenges of FRTB regulations.

FRTB: Fundamental and Practical Implications
4-5 October 2016

Two-day intensive workshop on FRTB


Join us for this two-day intensive workshop to hear from regulators and leading industry experts. The agenda will dissect on the main components of new proposed rules and analyse possible outcomes to banks in Asia if they are being enforced.

In-depth analysis of major new regulation

Over the last decades, risk management in the banking industry has experienced substantial development, especially on the increased regulatory pressures. The Basel committee has been revising its existing capital adequacy guidelines. On January 14th the BCBS published its revised capital requirements for market risk. The final standard, also known as the Fundamental Review of the Trading Book (FRTB), is intended to harmonize the treatment of market risk across national jurisdictions and will generally result in higher global capital requirements. Though, the implementation timeline of FRTB has moved from 2018 to Jan 2019 providing banks with three years to adapt to a new business model, it is essential for banks to start planning for the implementation today.

Key highlights of the two-day intensive workshop:

  • Comprehensive overview of the overall latest version of the new framework under FRTB
  • Understand the key challenges in implementing the new framework
  • The revised internal model approach and the revised standardised aprroach
  • Address the main challenges financial institutions face towards the implementation of the new market risk regulatory capital framework
  • Desk eligibility - how to implement the P&L attribution and the challenges behind NMRF
  • The new proposed FRTB-CVA framework
  • Review the instruments needed to effectively implement the new FRTB framework
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