Why You Should Attend

6th Edition Impact of the Fundamental Review in the Trading Book

This marcus evans conference will look at the new differences between the SBA and IMA under the FRTB, along with questions surrounding NMRFs, the continued impact on front office trading and capital, and the steps that Banks should be making in anticipation of a final framework.

In the last six months the Basel Committee have made large strides by releasing revisions to the minimum capital requirements for market risk in March, consisting of clearer rules surrounding the capital floor, FRTB and CVA and further requirements surrounding NMRFs. All of this has prompted both discussion and action from banks on their FRTB framework. In the wake of the consultation period, banks have a lot of food for thought and will be looking to get everything in order so they can drive the project forward as efficiently as possible once they do have the final framework.

Key Topics

• Nordea demonstrate how they are preparing for the Internal Model approach
• UBS get to grips with the fine line between the Banking book and the Trading book
• Unicredit focus on data quality in the race to qualify NMRFs
• Santander, Rabobank and Nykredit discuss how they are balancing the business of IMA desk selection against regulatory constraints