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Practical Implementation of Fundamental Review of the Trading Book

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Singapore

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Fundamental review of the trading book is one of the most complex and far reaching regulations banks have had to deal with in recent years. Dramatically changing the way that banks model and manage their market risk, the new rules have been causing consternation in the industry due to their perceived lack of clarity and complex practical challenges. As banks get deeper in to implementation, they are coming across more and more roadblocks in data availability, modelling approaches, and calculations, which need to be overcome in order to make these new rules work.

This marcus evans conference will allow banks to see how others in the industry are interpreting the rules and applying them to their business. Detailed practical case studies will demonstrate how experts are finding solutions to challenges such as P+L attribution and non modellable risk factors, as well as dealing with the lack of available data, particularly problematic in the APAC market. The industry will also come together to discuss and identify the implications for the business, such as how trading desks should be structured and capital allocation optimised.

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