Trading Book Capital: Basel 3 Implementation and Latest Industry Trends
*COMPLIMENTARY REGISTRATION *
Attendance is by pre-registration only, NO walk-ins will be accepted.
About the Forum
The US has now published their revised Basel III endgame proposal with meaningful improvement for FRTB, the UK is moving ahead with the Basel 3.1 framework and have consulted on FRTB IMA with similar proposals to the US whilst also providing an additional year for implementation. In the EU the FRTB will be implemented at the start of next year with temporary scalars and operational relief measures mitigating the impact for three years. The impact from divergences of the capital rules implementation across jurisdictions is a concern including the significant drop of internal models for capital management. As we move into an implementation period for the Basel 3 standards, the updates made by the US and UK have helped to improve the incentives for FRTB IMA, but will these be adopted more widely? Meanwhile, the increase in ‘technology based solutions’ is a significant area of interest but what are they? and how do they provide meaningful benefits?
This event will examine key developments and challenges related to the implementation of the trading book capital framework and discuss timelines, remaining challenges and future areas of focus. It will also look at the growth of tokenization and the impact on regulatory requirements.
SPONSORED BY
WHO SHOULD ATTEND?
Capital specialists, traders and risk managers at banks, as well as regulators and infrastructure providers will benefit from this conference but all are welcome! The event will be free to attend.
SPONSORSHIP OPPORTUNITIES AVAILABLE
Contact: Rob Saunders
email: RSaunders@isda.org | telephone: +44 (0) 20 3808 9727
Contact: Angela Oroz
email: AOroz@isda.org | telephone: +44 (0) 20 3808 9763