Trading Book Capital Conferences in New York and Toronto

ISDA leads the industry working groups on the critical topic of trading book capital. In the coming weeks we will be offering full day conferences on FRTB, Counterparty Risk and CVA in London, New York and Toronto. Program topics include, Trading/Banking Book Boundary, Sensitivity Based Approach, Standardized Approach for Counterparty Credit Risk (SA-CCR), Internal Models Approach and Non Modellable Risk Factors.

DAVID LYNCH
Deputy Associate Director
Federal Reserve Board

ALLAN M. MALZ
Adjunct Associate Professor
Columbia University

NEW YORK
June 19, 2018

Trading Book Capital:
Market & Counterparty Risk

Agenda  |  Register

GREG CALDWELL
Capital Specialist
Office of the Superintendent of Financial Institutions (OSFI)

MATT DAVISON
Director, School of Mathematical & Statistical Sciences
University of Western Ontario

TORONTO
June 21, 2018

Trading Book Capital:
FRTB & CVA

Agenda  |  Register

Documents (0)