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Global Financial Markets Intelligence

Global Financial Markets Intelligence

2nd Edition Fundamental Review of the Trading Book

Ensuring effective implementation of the SA and IMA to minimize capital charges and guarantee regulatory compliance

18-20 Sep 2017
New York, NY, United States of America


Why You Should Attend

2nd Edition Fundamental Review of the Trading Book

This GFMI conference will help banks to have a more in-depth understanding of the evolving regulatory landscape for the FRTB whilst also examining strategies to minimize potential capital charges. Attendees will learn how to optimize models for P&L attribution, and compare the implementation of standard and internal model approaches (SA and IMA) for specific trading desks. Leveraging technology to enhance data quality and collection and examining the impact of the FRTB on business strategy will be discussed.  FRTB implementation for smaller trading portfolios and internal audit’s role in FRTB compliance particularly for FBOs will also be a key area for consideration.


Key Topics

  • Understand the requirements under the evolving regulatory environment
  • Enhance Data collection and granularity for moving from Value at Risk (VaR) to Expected Shortfall (ES)
  • Optimize the IMA approach for certain trading desks
  • Define and leverage non-modelable risk factors to fit in with FRTB standard
  • Evaluate the impact of the FRTB on business operations

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.




    Event Partners


    Practical Insights From

    Han Zhang
    Managing Director, Head of Market Risk Analytics
    Wells Fargo

    Yi Zhao
    Senior Vice President, US Global Risk Analytics
    HSBC

    Lourenco Miranda
    Managing Director, Regional Head of Capital Management
    Société Génerale

    Jouni Aaltonen
    Executive Director, Risk Management
    AFME and GFMA

    Alexey Smurov
    Senior Director, Head of Capital Model Validation
    Capital One

    Ryan Rehorn
    Bank Examiner
    Federal Reserve Bank of Richmond

    Ash Majid
    Executive Director, Risk Management
    Sumitomo Mitsui

    Ken Walker
    Managing Director
    State Street Corporation

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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kirill Pokotilov - GFMI


    NBC Tower, 9th Floor
    455 North Cityfront Plaza Drive
    Chicago, IL 60611

    Telephone:
    (312) 894-6313
    Fax: (312) 894-6304
    Email: kpokotilov@global-fmi.com