The Revised Market Risk Framework (FRTB): How much is too much?

The Revised Fundamental Review of Trading Book (FRTB) framework introduces changes to ways banks manage risk and data. The new framework demands significant revisions in processes, governance, model methodology, data management and technology. The Basel Committee on Banking Supervision (BCBS) estimates a 40% weighted average increase in total market risk capital requirements compared with the current framework.

This interactive webinar brings together senior risk and risk technology practitioners including heads of market risk, counterparty credit risk, CRO change

management, FRTB program management to discuss the latest trends governing the Revised Basel Market Risk Framework, the impact on banks and ways to stay ahead of the regulatory framework in an efficient manner.

Overview Analysis of FRTB QIS experience vis-a-vis the framework
Definitions and treatments Modelling, data and technology issues
Implementation approach
Anshuman Prasad
Managing Director
Risk Management Services
Damian Burleigh
Managing Director
Global Sales, Marketing & Client Service