Bringing together leading European Regulators, Bank experts and Advisers, Infoline presents 3 separately bookable days of unique conferences, allowing you to tailor your experience and select the days relevant to you:
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2nd Fundamental Review of the Trading Book Summit - 16-18 March 2016
Day One: Regulation, Operations & Strategy
- Regulators’ Panel: BoE, FINMA and ECB
- FRTB Project Leads Panel
- Adapting Desks, Products and Pricing
- Aligning Risk and Finance
Day Two: Modelling & Technical Solutions
- Solutions for Non-Modellable Risk Factors
- Risk Sensitivity and Computation for Expected Shortfall
- Modelling CVA under FRTB
- P&L Attribution Modelling Challenges
Day Three: SBA Workshop - Simulation and Modelling in Practice
Offering delegates a take home tool for the calculation of SBA and IMA for different portfolios, this unique practical session will allow delegates to simulate the implications of SBA and IMA under a variety of conditions specific to their firm.
View the latest agenda for more information – don’t forget to quote VIP Code FKM63342GRCL to save 15% on your place
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