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Global Financial Markets Intelligence

Global Financial Markets Intelligence

3rd Edition Fundamental Review of the Trading Book

Understand the requirements under the finale FTRB rule, to avoid unnecessary capital charges within market risk and maintain profitability of products

16-17 Sep 2019
Downtown Conference Centre, New York, NY, United States of America

Conference Workshop

Workshop Title: Techniques of modern financial analytics
This masterclass will provide you with the best techniques for modern financial analytics.
Workshop Moderator: Ryan Ferguson, Founder and CEO
Company: RiskFuel

Why You Should Attend

3rd Edition Fundamental Review of the Trading Book

This GFMI conference will give banks a deeper understanding of the requirements for the final FRTB rule whilst examining strategies to minimize potential capital charges. You will gain further perspective of the clearer boundaries for trading and banking books with the final FRTB rule. 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. How to leverage technology to enhance data quality and collection will be discussed. You will examine the impact of the FRTB on business and operations strategy.

Key Topics

  • HSBC examine the Expected Shortfall (ES) calculation
  • CIBC explore best methods for adjusting to new rules for Non-Modelable Risk Factors (NMRFs)
  • Credit Suisse take an in-depth look at the internal model approach for market risk management
  • UBS discover the impact of the finalized definition of trading and banking books
  • BOK Financial investigate modifications to the standardised approach
  • Previous Attendees Include

    • Lloyds Banking Group
    • Bank of America
    • Barclays
    • BNY Mellon
    • Scotiabank
    • HSBC
    • National Bank of Canda
    • Morgan Stanley
    • Federal Reserve Bank of New York
    • AIB
    • Deutsche Bank
    • HSH Nordbank
    • SunTrust

    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

    Yi Zhao
    Senior Vice President, Global Risk Analytics
    HSBC North America

    Hany M. Farag
    Senior Director, Head of Modeling and Methodology, Capital Markets Risk Management

    Richard Doane
    Senior Vice President and Chief Market Risk Officer

    Gurraj Singh Sangha
    Global Head of Risk and Market Intelligence
    State Street

    Fiona Hu
    Head of Securitized Products, Market Risk Models and Methodologies
    Credit Suisse

    Ariye Shater
    Managing Director, Quantitative Analytics, Market Risk

    Shahed Shafi
    Director, Risk Manager, Counterparty and Client Portfolio Risk Solutions

    Click Here For Full Agenda

    Voice of Our Customers
    • "One of the best conferences, with a good mix from different areas." Wells Fargo
    • "All items are very relevant with good levels of speakers. Thank you." Bank of America
    • "Well organized and conducted. Thank you." Federal Reserve Bank of New York
    • "Very useful cross section of organizations and developments within the banks." TD Securities
    • "I found the conference to be one of the most useful I have attended so it was well worth the effort." Santander
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    Event Contact

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

    Nayia Veloudi (GFMI)

    PO Box 24797
    CY-1304 Nicosia

    Fax: +357 22 849 394
    Email: nayia@global-fmi.com