FRTB Masterclass

Amsterdam, De Nieuwe Poort​​

On Wednesday 4th May 2016, Avantage Reply hosts a FRTB Master Class. The training will take place from 9:00 to 11:00AM. A breakfast will be served.

The FRTB rules published in January 2016, will require firms to make fundamental changes in balance sheet composition, data acquisition, model development, model validation, risk reporting and underlying processes. Planning, executing and completing the FRTB work is much more than just a technical compliance exercise. The new rules must be viewed from a strategic as well as a practical angle if firms are to maximise opportunities.

Programme

The session will provide an in-depth insight into latest developments and will be delivered by experienced practitioners who have:

• Worked on FRTB since inception with regulators and the industry. Many of the technical requirements are a direct result of our teams technical input and consultation;
• A strong understanding of FRTB requirements and how to address key industry issues such as trading desk structure, capital optimisation, P&L attribution, backtesting, sensitivity sourcing and non modellable risk factors;
• An in-depth understanding of FRTB CVA changes such as exposure models, hedge extensions and counterparty exemptions;
• Developed a regulatory interpretation and framework design for FRTB implementation;
• An excellent delivery track record across regulatory initiatives covering both market and counterparty risk.

Please contact for registrations.

Fee: €200