Fundamental Review of the Trading Book New York 2015

This two-day event will comprehensively cover the objectives, theoretical justifications, and practical implications of the soon-to-be-finalised Fundamental Review of the Trading Book.

Risk is delighted to host the Fundamental Review of the Trading Book seminar assessing the strengths and weaknesses of existing market risk frameworks in the banking industry, and debating the measures regulators intend banks to implement in their stead.

The learning objectives of this training course are to gain a better understanding of:
- How approving risk models at the desk level will help banks avoid weaknesses in modelling.
- The risk and trading implications of moving the boundary between banking and trading book products.
- How the new standard market risk capital model has been modified to closer resemble internal models.
- The changes to the options available to banks developing internal market risk capital frameworks.
- How Expected Shortfall differs to VaR, how to use it, and why regulators see ES as preferable.

Time: 8:30 am to 5:00 pm.

Prices:
Early Bird (register by 26 November): USD 2499,
Standard (after 26 November): USD 2999.