Impact of the Fundamental Review of the Trading Book on Risk Modelling 2016
February 22 - 23, 2016
london , Reino Unido
With the finalised version of the Fundamental Review of the Trading Book (FRTB) scheduled to be released in December 2015, it is now imperative that financial institutions remain able to competitively manage their trading portfolios. Those involved in the analytical and modelling side of market risk management will need to assess the impact of FRTB in order to establish compliance, whilst also ensuring capital prudency.
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Location: Marriott Hotel West India Quay
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