A-Team Insight: Taking a holistic approach to FRTB compliance

Event Agenda
Industry Breakfast Meeting
Date Tuesday, 5 May
Location London
Venue America Square Conference Centre

There is a huge amount to be done in time for the 2022 deadline and the FRTB Breakfast Briefing offers a great opportunity to get up to speed on milestones and priorities for banks in 2020 and offers guidance, advice and expertise for tackling the challenges and pain points around implementing the FRTB regulation.

Join us and get up to speed on your implementation priorities for 2020, benchmark against your peers and work out where you should be investing in data and technology for cost efficiencies and FRTB optimisation.

Topics to be discussed include:

  • Strategic vs. tactical: using FRTB as an opportunity to develop a holistic framework
  • FRTB under the Standardised Approach – how ready are banks and what are the outstanding issues?
  • SBA vs. IMA: Desk structure – how is it shaping up so far?
  • How to optimise data management infrastructure for fast access and retrieval of data – what are the different approaches and what does good look like?
  • Achieving compliance for the Risk Factor Eligibility Test (RFET) – data sourcing for real price observations and mapping of risk factors
  • Impact of LIBOR transition on time series and data requirements 
  • Ensuring data governance and data lineage for regulatory compliance

You can register for the event here

For further information please call Abby Foulkes on +44 (0)20 7898 0632 or contact us.