Increasingly, the Fundamental Review of the Trading Book (FRTB) is greatly impacting the tactical solutions thinking across firms. As this new era for market risk management continues to take shape, GFT is delighted to be a Gold Sponsor at next month’s FRTB Conference: Towards Practical Implementation in Frankfurt, Germany. The three day conference is from Wednesday 1st June to Friday 3rd June and will review the final version of the new market risk regulation (FRTB) from the Basel Committee, with its changes and implementation timeframes and any possible upcoming developments
John Barclay (Head of Risk and Finance Consulting, GFT) will be speaking on Thursday 2nd June at 14:30 on ‘Ex-ante Trade Analysis in FRTB’ and will then participate in a panel discussion at 17:00 entitled ‘How to Implement the P&L Attribution and the Challenges behind NMRF’. John will also be joined by other leading risk experts from across Europe over the three days, which includes a workshop on Wednesday 1st June covering the concept and implementation of SBA and IMA.
GFT has also recently published a point-of-view paper entitled ‘FRTB: Now that the ink has dried…’