Fretting about FRTB

Fretting about FRTB

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Date: June 9, 2022
Time: 11:00  EDT / 16:00 London time

Yes, we have all heard of it before, but the FRTB will arrive between 2023 and 2025 across multiple jurisdictions around the world. The FRTB introduces a new binding capital requirement for market risk following the Basel 2 and Basel 2.5 market risk framework. This presents an opportune moment for institutions to evaluate the quality of their data for efficient calculations to comprehensively understand the impact of the FRTB on their trading books. With changes to the IMA and SA and the introduction of the capital output floor, institutions will have to grapple with a range of processes to identify the best way forward for their businesses.

If you missed this webinar, fill the form below to watch the conversation with our panelists who discussed the finer points on how to really “fret” about FRTB in charting a path forward. The panelists also debated the trading and banking book boundaries, the capital output floor, leveraging the IMA and SA, and the FRTB in the context of other financial market, economic, and geopolitical developments.

Moderated by:

Harry Chopra, Chief Client Officer, Suade

Panelists:

Vincent Baritsch, Head of Regulatory Policy at Sumitomo Mitsui Banking Corporation (SMBC)
Dr Maximilian Dyck, Financial Regulatory Expert, Suade
Navin Rauniar, Partner, TCS and PRMIA UK Steering Committee

If you are currently working on improving your regulatory reporting processes or would like to learn more about how Suade is automating regulation for global financial institutions, then please get in touch to arrange a demo.

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