Breakfast Briefing: Coping With the Complexity Demands of FRTB

Thursday, April 21, 2016

Join us at our breakfast briefing on April-21 to understand how to cope with the complexity demands of FRTB and share best practices with FIS’ Risk Technology experts and your peers.

The Basel Committee on Banking Supervision (BCBS) issued the final version of its Fundamental Review of the Trading Book (FRTB) regulations in January 2016. FRTB provides a new framework for calculating market risk capital and is without doubt the biggest upheaval of the rules since the 1990’s. During this session we will discuss the impacts of the new rules for both standardised-only banks and banks with internal models approval for at least some of their trading book. How do you prepare your risk infrastructure to provide the necessary tools to calculate and manage FRTB capital?

Agenda at a glance
   
08:00-8:30
Registration and breakfast
08:30-9:15
FRTB: Managing the capital impacts and complexity demands
- Capital impacts
- Final rules: changes and discussion points
- Implementation timeline
- Challenges
- Demonstration: Importance of aggregation technology
09:15-10:00
Group Discussion
1. Internal models approach: barriers and incentives
2. Standardised approach: implementation challenges

Register

Breakfast Briefing: Coping With the Complexity Demands of FRTB
April 21, 2016


Event Location

The Fullerton Hotel Singapore
1 Fullerton Square
Singapore, 049178
+65 6733 8388