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Fundamental Review of Trading Book: New Rules for Market Risk
20 septiembre 2016 @ 7:00 pm - 9:30 pm
Madrid Chapter Meeting
Arturo Labanda, Risk Unit Director, Methodology and Model Construction, Banco Santander
Fundamental Review of Trading Book (FRTB) is the new framework for measuring the Market Risk Capital for the Trading Activities.FRTB is one of the biggest challenges that the industry is facing, impacting some of the main areas within financial institutions such as Risk, IT, Trading, Audit and Model Validation.FRTB requires and provides guidelines for the model approval and testing at the “Trading Desk” and has milestones such as Expected Shortfall, Jump to Default in Equities or the new sensitivity approach method for the Standard Model.Join us to learn more about FRTB!
Chapter meetings are a benefit for all GARP Members and Affiliates. If you are not already a GARP Member/Affiliate, you will need to create an account before you can register for this meeting.Contact: [email protected]
GARP CPD Credit(s)
Attendance will qualify for 1 GARP CPD credit for Certified FRMs and ERPs. Please record this activity in your GARP Account.
Roberto Savina, FRM. GARP Madrid Chapter Director Risk Manager, Genworth Mortgage Insurance and Associate Professor, IEB – Instituto de Estudios Bursatiles [email protected]
Tweeting from the meeting?Tweet @GARP_Risk and include #GARPchapters.