Upcoming Events on FRTB & Counterparty Risk

LONDON – JUNE 13     |    NEW YORK – JUNE 20

Fundamental Review of the Trading Book
(FRTB) and Counterparty Risk capital have undergone significant changes that will have a profound impact on the way market risk capital is measured, and managed for trading businesses. Expert speakers provide overviews of the revisions and valuable insights and impact analysis of the new frameworks. Topics include:

  • Standardized Approach Counterpart Credit Risk Exposures
  • Credit Valuation Adjustment (CVA) framework
  • What you need to know about FRTB

1:00 – 1:30 PM  |  Registration

1:30 – 4:30 PM  |  Presentations & Discussion

4:30 – 5:30 PM  |  Networking Drinks
Stay for a drink and to chat with speakers and fellow attendees immediately following the discussion


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