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Perhaps it's time to review your FRTB?

This is what Keynote Adolfo Montoro said about this month's Revisions to the minimum capital requirements for market risk

"CP is quite positive. Major enhancements in the P&L framework, material steps to increase the credibility of SBA as fallback and tone down some of the capital estimates which were not commensurate with the actual risk for certain area.

NMRF is still the area where I see concerns but at the same time I can see BCBS is setting the right path forward.

The next 3 months will be intense but all in all today is a positive day in the FRTB journey. Unprecedented effort but certainly worthwhile for the future of Internal Models."

Read Thomas Obitz's latest LinkedIn Blog: FRTB Update March 2018: Getting closer 

Wednesday 2nd May: Workshop Day: Detailed Review of the Recent Regulatory Development by Adolfo Montoro, Tim Becker & Andrea Fraquelli, Deutsche Bank

Thursday 3rd May: FRTB Fundamental Review of the Trading Book Conference

Friday 4th May: FRTB Fundamental Review of the Trading Book Conference 


Keynote: Dilip K. Patro

Section Chief, Quantitative Model Analysis

Federal Deposit Insurance Corporation (FDIC) 

Keynote: Adolfo Montoro

Director of Market Risk Methodology

Deutsche Bank 

Neels Vosloo 

Head of EMEA Regulatory Risk 


Dionisis Gonos

Director, Co Head Quantitative Analytics for Market Risk


Sylvain Martinez

Head of Market Risk and Analytics

ICBC Standard Bank Plc

Luca Lopez

Financial Risk Quantitative Analyst


Zeeshan Khalid


Trestle Group 

Satinder Jandu

Director, Traded Risk advisory

Viewset Ltd

Ignacio Ruiz

Founder & CEO

MoCaX Intelligence

Santosh Erukulla

Director, Regulatory Advisory

Strapper Consulting  

Thomas Obitz



Tim Becker

Vice President, Risk Methodology

Deutsche Bank  

John Barclay

Managing Director


Andrea Fraquelli

Vice President, Risk Methodology

Deutsche Bank

 Conference Bookings: Discount Structure:

  • Super Early Bird Discount: 25% Until 2nd March
  • Early Bird Discount: 10% Until 13th April
  • Main Conference + Workshop (£150 Discount)
  • SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!
  • 70% Academic Discount (FULL-TIME Students Only)  

Important notes:  

Conference presentation files will be made available for download via a password protected website before the event. Please print out each presentation if you wish to have hard copies before the conference and bring them with you. 

Also, Wi-Fi access will be available at the venue to view presentations on laptops and mobile devices.  


 Massimo Morini: Head of Interest Rate & Credit Models, Banca IMI

 "Thanks to the very detailed talks and well-planned panels, the Fixed Income Conference in Barcelona has been the most vibrant and interesting event on XVAs I have seen this year."

 Fabrizio Anfuso: Head of CCR Backtesting Methodology Team, Credit Suisse

 "Many thanks for the invitation and the great organisation! I have been now 6y in the industry attending conferences on a regular basis. This was by far the best event I have taken part to!"

 Eirik Berg: Risk manager, DNB Markets 

 "Thanks for organizing a very useful and inspiring conference. For me most of the topics were directly related to things I work on"

 Nick Haining: Chief operating Officer, CompatibL  

 "Once again WBS maintained their ability to bring advanced practitioners together in a great environment conducive to both social and technical discussion. They really excel at this.”

 Philippe Balland FX, Rates & Credit Quant

 "Thank you for inviting me to the Barcelona event. I have truely enjoyed the conference. The organisation and location of the event were fantastic! It was a great occasion to catch up on the latest developments in a very relaxed and collegiate atmosphere."

 Risk Manager

 "Thank you very much for a great conference. Well organized, with top speakers, good discussions, nice ambiance, the conference was very informative and inspiring. I also liked the venue a lot – good hotel at great location. Hope to be back!"

 Ignacio Ruiz: iRuiz Consulting

 "Nice event last week! Very well organised."


 "Thanks again for a great event in Barcelona!"

 Manager, Portfolio Analytics

 "The organization was very good, thanks for the invite." 

CPD Certification

You will be able to receive CPD points (number of points to be confirmed) for attending this event.

The CPD Certification Service was established in 1996 as the independent CPD accreditation institution operating across industry sectors to complement the CPD policies of professional and academic bodies. The CPD Certification Service provides recognised independent CPD accreditation compatible with global CPD principles.

3 for 2 offer

To qualify for the 3 for 2 offer online you simply register online for two delegates and then email the third delegates name and details afterwards!