Fundamental Review of the Trading Book 2016

Fundamental Review of the Trading Book 2016 is a conference provides insight on costs/ benefits of the fundamental review of the trading book and overcoming the challenges of implementation.

Fundamental Review of the Trading Book 2016 covers topics such as:

• Trading book and banking book
• Implementation
• Non-modellable risk factors
• Internal model
• Default risk charge
• Frtb core text
• Revised standardises approach
• Trading desk
• Cva
• Market data

Fundamental Review of the Trading Book 2016 brings together Senior Market Risk Professionals.