Finance in Focus: Overcoming banks’ challenges to meet market risk FRTB requirements


Overview

The Fundamental Review of the Trading Book (FRTB) is the most significant market risk regulatory change in decades—and banks are worried. By the January 2019 implementation deadline, banks must reform their business with an eye to convincing regulators that they now hold adequate levels of regulatory capital, in compliance with the new regulation. Yet to do so, banks must overcome significant operational and computational challenges.

View this 9 June 2016 videocast for a look at the results of an FRTB survey of more than 100 banks worldwide, conducted by Chartis Research as a way of finding out how financial institutions are preparing to meet their impending deadline. You’ll hear a panel of industry experts review the primary challenges posed by the FRTB, with a focus on its likely effects on business models and trading portfolios, and discover how you can implement technologies designed to help preserve profitability in this new regulatory environment. Be sure to tune in for a wide range of helpful discussions:

  • Advanced and standardized implementation approaches
  • FRTB’s effect on capital
  • FRTB’s business impact
  • Resource and budget considerations
  • Technology and data management implications

Moderator

Joel Clark
Consulting editor, Risk.net

Guests

Nicolae Mera
Director of market risk methodology, Credit Suisse

Bryan Williams
Head of traded market risk, RBS

Hugh Stewart
Research director, Chartis Research

Neil Dodgson
Global head, Customer Solutions Group, IBM Risk Analytics
 

Learn how to overcome FRTB implementation challenges

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