FRTB – the Final Countdown
Join our panel of regulators and industry experts as they discuss the remaining challenges around implementation of the FRTB (Fundamental Review of the Trading Book), a set of proposals by the Basel Committee on Banking Supervision for a new market risk-related capital requirement for banks.
This webinar will cover regulatory timelines and divergences from the Basel guidelines across the main jurisdictions. We’ll look into the key issues posed by the standardized approach (SA) reporting requirements, such as the treatment of funds. We will also cover the application process for IMA (internal models approach).
· Implementation timeline across main jurisdictions
· Regulatory divergences from Basel rules
· Latest feedback on the PRA proposal
· Final EBA delivery roadmap of CRRII
· Treatment of funds on bucketing of risk factors
· Challenges on modelability of risk factors