Countdown: Remind me
#ATIBriefing

Breakfast Briefing: Meeting the Data Requirements of FRTB
New information for 2020 coming soon.

Glaziers Hall London

May 2020

Remind me

With the final rules released and an implementation date of 1st January 2022 now confirmed by the Basel Committee for Banking Supervision (BCBS), there is no time to delay in getting your Fundamental Review of the Trading Book (FRTB) programme up and running. The regulation is coming, it is urgent and it will be enforced!

Join us at our FRTB breakfast briefing and get up to speed on the data management requirements that FRTB requires you to have in place:

  • Evaluate the Standard Model Approach vs. Internal Model Approach (IMA) and assess if IMA is right for your organisation
  • Find solutions to the challenges around data sourcing of market and reference data for model elements and how to ensure data quality
  • Address key pain points and discuss best practices for managing the data management requirements of FRTB elements: Non-Modellable Risk Factors, Profit and Loss Attribution Test, Risk Factor Eligibility Test, Expected Shortfall
  • Understand what your implementation priorities should be 2019

If you wish to be reminded about future A-Team Insight Briefings click the remind me button below.

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! New information for 2020 coming soon.

Become a sponsor – SOLD OUT

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

Glaziers Hall
9 Montague Close
London Bridge
London SE1 9DD

Glaziers Hall is a unique conference and event venue in London Bridge, with unrivalled views of the River Thames and the City of London.