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6th Edition Impact of the Fundamental Review in the Trading Book
Establish approaches for FRTB implementation across the globe with focus on the P&L attribution test, default risk charge and non-modellable risk factors
9-11 Oct 2019
London, United Kingdom
- sponsorship request
- Conference Speakers
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William Cooper
Head of Risk
SEB
Oliver Barritt
Chief Market Risk Manager
Mitsubishi UF J Trust Bank
Hany Farag
Head of Methodology and Analytics
CIBC
Oliwia Kozlowska
Executive Director, Market Risk Control FRTB Lead
UBS
Thomas Hougaard
Chief Risk Analyst
Nordea
Lorenzo Liesch
Head of Group Financial Risk Methodologies and Models
Unicredit
Samuel Chesnel
Partner
Axis Alternatives
Bill Khurshid
FRTB Project Manager
Rabobank
- Conference Quote
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Address the difference between the standardised and internal model approach under the FRTB, along with questions surrounding NMRFs. Find out more