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#ATIBriefing

Breakfast Briefing: Taking a holistic approach to FRTB compliance

America Square Conference Centre London

July 2020

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There is a huge amount to be done in time for the 2022 deadline and the FRTB Breakfast Briefing offers a great opportunity to get up to speed on milestones and priorities for banks in 2020 and offers guidance, advice and expertise for tackling the challenges and pain points around implementing the FRTB regulation

We’ll examine the impact of regulatory divergence on FRTB implementation and the interplay between FRTB and regulations such as CRR II, LIBOR Transition and the Capital Floor.  We’ll look at the complexities around data sourcing and aggregation for risk factor modelling and where you should you be investing to optimise your data management infrastructure.   We’ll explore what capabilities you need to have in place for fast access and retrieval of data and the challenges around the risk factor calculations and implementation of models.

Join us and get up to speed on your implementation priorities for 2020, benchmark against your peers and work out where you should be investing in data and technology for cost efficiencies and FRTB optimisation.

Topics to be discussed include: 

  • Regulatory divergence UK vs. EU and US vs. Europe: Alignment and interpretation of the rules and impact on FRTB projects 
  • Strategic vs. tactical: using FRTB as an opportunity to develop a holistic framework
  • FRTB under the Standardised Approach – how ready are banks and what are the outstanding issues?
  • SBA vs. IMA: Desk structure – how is it shaping up so far?
  • How to optimise data management infrastructure for fast access and retrieval of data – what are the different approaches and what does good look like?
  • Achieving compliance for the Risk Factor Eligibility Test (RFET) – data sourcing for real price observations and mapping of risk factors
  • Impact of LIBOR transition on time series and data requirements 
  • Ensuring data governance and data lineage for regulatory compliance

View full agenda here

Interested in speaking?

If you are interested in getting involved and speaking at our events, please get in touch with us at speakers@a-teamgroup.com or call us on +44 (0)20 8090 2055 or +1 646 290 7488.

Thanks to our sponsors

Thanks to our partners

Become a sponsor

If you’re interested in sponsoring, speaking or exhibiting at our event, please get in touch with our team on sales@a-teamgroup.com.

Venue

America Square Conference Centre
1 America Square
17 Crosswall
London EC3N 2LB

America Square Conference & Events Centre brings together the contemporary with the uniquely historic in bright, innovative spaces located in the heart of the City of London’s Square Mile.