Percentile at Fundamental Review of the Trading Book 2017 Summit

As financial institutions look towards further understanding of the FRTB standard and proposals guiding the next generation of market risk regulatory capital rules, the Center for Financial Professionals bring the 2nd Annual Fundamental Review of the Trading Book to deliver insight on the standard and a platform for further interaction and discussion to better understand the requirement and the impact on global financial institutions.

2nd Annual Fundamental Review of the Trading Book Summit, 2017 – 21-22 November, London 

Key Highlights to be addressed:

  • Implementation
    • Examining the ability to prepare for full implementation in uncertainty
  • P&L Attribution
    • Examining P&L attribution requirements and maintenance at a desk level
  • Global Approaches
    • Understanding variations in global approaches and the possible impacts of an un-level playing field
  • Non-Modellable Risk Factors (NMRF)
    • Examining definitions of non-modellable risk factors and the impact on data requirements and capital
  •  Standardised Approach
    • Exploring the capital implications of standardised approach at an individual desk level
  • Data & Systems
    • Reviewing the FRTB data requirements and the ability to building sufficient systems
  •  Internal Model Approach
    • Reviewing IMA opportunities and constraints to assess viability and approach
  • Governance & Control
    • Identifying governance and control processes for FRTB to allow for effective implementation and management
  • Alignment with other Regulations
    • Understanding the possible interactions of FRTB with other regulations
  • Post Implementation
    • Discussing potential impacts and consequences post FRTB implementation

Speakers include:

  • Senior Technical Specialist, Traded Risk, PRA, Bank of England
  • Director, Wholesale Risk, Santander UK
  • Global Head of Risk Methodology, Deutsche Bank
  • Head of Capital & Ratings Methodology, Nomura
  • Head of Market Risk and Analytics, ICBC Standard Bank
  • FRTB Programme Director, HSBC
  • Director, Group Strategy, Barclays

You can take a further look at the agenda here.  Or, download the PDF version here.

Find more details including the full two-day agenda and speaker line-up here To register for the conference, please contact the Center for Financial Professionals at or +44 (0) 207 164 6582.

We have a 20% discount

If you're interested, please get in touch.

Percentile’s CEO Anthony Pereira will be presenting on the topic of Advanced Analytics for the Standardised Approach