Countdown: Remind me

Who Should Attend

Glaziers Hall London

May 2020


Who should attend

If you are any of the following types of roles at a financial institution, or offer products and services into this space, then this event is right for you.

  • Chief Operating Officer (COO)
  • Chief Information Officer (CIO)
  • Chief Compliance Officer (CCO)
  • Chief Technology Officer (CTO)
  • Chief Risk Officer (CRO)
  • Data Architect
  • IT Market Risk Executives
  • Market Risk Analytics
  • Market Data Executives
  • Market Risk
  • Liquidity & Capital Risk
  • Reference Data Executives
  • Risk Manager
  • Risk Modelling
  • Risk & Compliance

Why you should attend

Join us at our FRTB breakfast briefing and get up to speed on the complex 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 Eligability Test, Expected Shortfall
  • Understand what your implementation priorities should be 2019