*COMPLIMENTARY REGISTRATION*
Attendance is by pre-registration only, NO walk-ins will be accepted.
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About the Event
As the global regulatory community advances toward the Basel III endgame, critical questions remain about timelines, scope, and consistency. While most jurisdictions have published their final or near-final Basel III standards, the implementation dates remain uncertain. The EU and UK have delayed the introduction of market risk standards until January 2027, while in the US, the timing and scope of a potential re-proposal is still unresolved. These divergences across jurisdictions are raising concerns among banks and market participants, particularly around the use of internal models for capital management and the broader implications for global competitiveness.
This event will bring together policymakers, regulators, and industry leaders to examine the key developments and challenges in the trading book capital framework, with a focus on timelines, remaining obstacles, and areas of future regulatory focus. The program will also address the latest developments in counterparty credit risk and the evolution of internal models within the US capital framework, highlighting the potential impact on bank strategies and supervisory expectations.
Join us for an in-depth discussion on how institutions can navigate a shifting regulatory landscape, balance resilience with competitiveness, and prepare for the next phase of capital regulation.
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.
2025 Highlights
Have a question for our speakers? Submit your question to the speakers ahead of the conference and we will do our best to have them answered the day of the event. Questions can be submitted up to 48 hours prior to the conference.