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Tim Osler / Dawn Blenkiron / Benjamin Tranham
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GFT at this months Risk.Net FRTB event

GFT is delighted to be at the Risk.Net Fundamental Review of the Trading Book (FRTB) training course taking place on Wednesday 22 March & Thursday 23 March in Convent Garden, London. The two day event will bring together a variety of industry experts to discuss and evaluate FRTB’s development and upcoming challenges.

John Barclay (Managing Principal, Risk Consulting, GFT) will be speaking at 11:00am on the Wednesday morning in a session titled ‘Banking Book / Trading Book boundary’ where he will be discussing the definitions of the banking and trading books as well as providing analysis on a valuation-based approach. John will also be on hand over both days to discuss GFT’s own FRTB and risk expertise, including our latest thought leadership paper on the subject.

Other topics to be discussed over the two days include the revised internal model and standardised approaches, the P&L attribution test, modellable and non-modellable risk factors, capital requirements, and data management.