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Market Risk Management in Banking: A Two-Part Series
Market Risk Management in Banking: A Two-Part Series, Presented by the Banking Forum
Unlocking New Horizons: Actuaries Beyond Insurance and Pensions The Fundamental Review of the Trading Book (FRTB) was introduced by the Basel Committee on Banking Supervision (BCBS) in the years following the Great Financial Crisis of 2007-2009. Its aim was to revamp the approach to calculating market risk-based capital requirements for trading activities.
This two-part webinar series provides an opportunity to learn about market risk management in banking, how actuaries can assist with market risk measurement, and an introduction to the Basel III FRTB regulation. The series will also present a hypothetical case study for calculating market risk capital under the FRTB's standardized approach, which is the default market capital requirement for all banks within its scope.
Part Two: 05 November, 2024 | 12h - 13h
Market Risk Management in Banking: Application of FRTB Standardized Approach for the Calculation of Market Risk Capital
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Mardi 5 novembre 2024
12h00
- 13h00
(GMT +1)
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