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