GFT to have significant presence at the European Banking Summit on FRTB

 

GFT will be sponsoring next week's European Banking summit on the Fundamental Review of the Trading Book (FRTB). The summit involves a two day conference on Tuesday 29th and Wednesday the 30th of September and a one day workshop on October 1st, both of which take place in Central London. The conference and workshop aim to clarify the outstanding regulatory priorities and implementation challenges for the finalised FRTB paper.

As Basel’s final paper on FRTB approaches many key issues still remain open. The process for desk model approval, technical modelling questions and the implications for bank capital are still causing concern, with the industry keen for clarity on the final approach. To address these issues this event brings together regulators and key players from the industry to engage and discuss outstanding challenges prior to the final paper. GFT FRTB specialists, including John Barclay (Managing Principal, Risk Management) and Wolfgang Mantke (Principal Consultant, Risk Consulting), will join those from across the industry to discuss and to provide clarity on outstanding FRTB issues.

The summit will also feature the largest panel of FRTB experts ever assembled, with 15+ speakers from banks providing case studies on technical modelling and process challenges. Delegates will take back practical learning points for their firm on each challenge arising from the new regulation.

GFT works closely with banks across the regulatory change space, and helps clients to advance along all relevant dimensions including technology, methodology, processes and organisation. Relative to the system landscape and organisation of a client, we tailor approaches, strategies and implementations to ensure regulatory compliance and improve capital, risk and return management in an integrated framework.

 

More information about the summit and GFT’s sponsorship of the event.