Events

This GFMI conference will give banks a deeper understanding of the requirements for the final FRTB rule whilst examining strategies to minimize potential capital charges. You will gain further perspective of the clearer boundaries for trading and banking books with the final FRTB rule. Attendees will learn how to optimize models for P&L attribution, and compare the implementation of standard and internal model approaches (SA and IMA) for specific trading desks. How to leverage technology to enhance data quality and collection will be discussed. You will examine the impact of the FRTB on business and operations strategy.