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Workshop Day: Wednesday 2nd May

FRTB Workshop: Detailed Review of the Recent Regulatory Development

Workshops Timings:

Schedule: 11.00 - 17.30

  • Potential consultationEBA discussion paper(s)
    • P&L Attribution
    • NMRF
    • SBA
    • CVA

“Hands-on” analysis and use-cases to clarify Interpretation of FRTB building blocks and choices of implementation

  • Interplay across various FRTB components
  • Definition of RTPL

Insights from late QIS incorporating the capital effects derived from recent changes


The Presenters:


·         Adolfo Montoro: Director, Risk Methodology, Deutsche Bank

“……..He currently leads the X-Over Market Risk Methodology and FRTB methodology team