Breakfast Briefing: Meeting the Data Requirements of FRTB

Event Details

Breakfast Briefing: Meeting the Data Requirements of FRTB

Time: May 14, 2019 from 8am to 10:30am
Location: London
Street: 9 Montague Close
City/Town: London
Website or Map: https://a-teaminsight.com/eve…
Phone: +44 020 8090 2055
Event Type: breakfast, briefing
Organized By: A-Team Group
Latest Activity: Apr 30, 2019

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Event Description

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

The Breakfast Briefing: Meeting the Data Requirements of FRTB is free for qualifying financial institutions. This is only available to professionals within financial institutions such as asset managers, banks, brokerages, custodians, pension funds, insurance firms and hedge funds.

For vendors, consultants and exchanges wishing to attend there will be a fee of £395.

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