One step back from consultations and QISs: getting ready for the FRTB

4 November 2015

London, British Bankers' Association

With signs of "consultation fatigue" already showing among risk practitioners, the need for another roundtable around the fundamental review of the trading book would seem very weak. But with the final set of rules expected soon by the Basel Committee on Banking Supervision, we feel it’s appropriate to take stock on the progresses made so far in defining the new market risk regulatory capital framework and discuss both its broad implications and the remaining controversial points.​

PRMIA and Avantage Reply would like to invite you to join our panel of industry-leading experts in what promises to be a very engaging debate.​

Agenda

6:00 PM
​​Registrations

6:30 PM
Presentations:

• John Mitchell - Market Risk Management, Credit Suisse
• Mark Morgan - Traded Market Risk, Lloyds Bank Commercial Banking
• Derek Nesbitt - Market and Counterparty Risk Policy, Bank of England
• Henry Wayne – Institution Clients Group EMEA Risk Analytics, Citigroup​

Please register before Wednesday 28 October 2015 by emailing . We look forward to welcoming you for lively debate and discussions​.