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Practical Implementation of Fundamental Review of the Trading Book

Overcome challenges around data, P+L attribution and non modellable risk factors for effective and efficient implementation

25-27 Sep 2017
Singapore, Singapore

Conference Workshop

Overcoming complexity to implement the advanced approach

Why You Should Attend

Practical Implementation of Fundamental Review of the Trading Book

Fundamental review of the trading book is one of the most complex and far reaching regulations banks have had to deal with in recent years. Dramatically changing the way that banks model and manage their market risk, the new rules have been causing consternation in the industry due to their perceived lack of clarity and complex practical challenges. As banks get deeper in to implementation, they are coming across more and more roadblocks in data availability, modelling approaches, and calculations, which need to be overcome in order to make these new rules work.

This marcus evans conference will allow banks to see how others in the industry are interpreting the rules and applying them to their business. Detailed practical case studies will demonstrate how experts are finding solutions to challenges such as P+L attribution and non modellable risk factors, as well as dealing with the lack of available data, particularly problematic in the APAC market. The industry will also come together to discuss and identify the implications for the business, such as how trading desks should be structured and capital allocation optimised.

This event is HRDF claimable. To find out more, kindly contact Ellyna at  

Key Topics

  • Hear the latest updates on regulatory timelines, definitions, and interpretations
  • Tackle the complexities involved in modelling approaches, backtesting, and validation
  • See practical examples of how to tackle P+L attribution and non modellable risk factors
  • Implement strong technology and systems and data quality
  • Understand the implications for capital requirements and business activity
  • Previous Attendees Include

    Unionbank of the Philippines
    Security Bank
    Banco D’Oro
    Permata Bank
    Bank Mandiri
    Kasikorn Bank
    CIMB Thai
    Bank of Thailand
    TMB Bank
    Vietcom Bank
    Cathay Bank
    Fubon Bank
    Hua Nan Financial Holdings
    Commercial Bank of Ceylon
    Bangkok Bank
    ABN Amro
    Morgan Stanley
    JP Morgan
    Bank of America
    Credit Agricole
    Bank of Tokyo Mitsubishi
    Commonwealth Bank of Australia
    Soneri Bank
    Alliance Bank
    Credit Suisse
    Societe Generale
    ICICI Bank
    HDFC Bank
    IndusInd Bank
    Janata Bank
    Scotia Bank

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Sponsors
    Gold Sponsor
    Kakapo Research and Development Ltd
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    Gold Sponsor
    Sionic Advisors UK
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    Event Partners

    Practical Insights From

    Oliwia Kozlowska
    Market Risk Control FRTB Lead
    UBS, Singapore

    Wing Hong Watt
    Group Head, Group Market Risk
    Maybank, Singapore

    Duco Egressy
    Director, Market Risk Management and Product Control
    ING N.V. Singapore

    Sylvain Martinez
    Head of Market Risk and Analytics
    ICBC Standard Bank, UK

    Duncan Marshall
    Director Market Risk
    ANZ, Australia

    Jochen Theis
    Global Head, Market Models
    Standard Chartered Bank, Singapore

    Rasmus Engelstad Sørensen
    Chief Analyst, Market Risk
    Nykredit, Denmark

    Mike Duncan
    Formerly Director, Markets
    Royal Bank of Scotland

    Click Here For Full Agenda

    Voice of Our Customers
    • “Wonderful warm atmosphere, excellent networking opportunities; informative, motivational and awakening! Inspirational diverse range of subjects and speakers, very good program! I’ve fully enjoyed the experience Since I’ve arrive at the conference the new ideas keep coming and coming.” HVB
    • “Comprehensive and well structured programme with an open and engaging style of presentation.” Investec
    • “A great conference on an important and difficult topic” Senior Vice President, Bank of Montreal
    • “Very interesting discussions and presentations. The big turnout from different industry players us definitely an asset as it allows you to benchmark yourself with your peers” KBC Bank
    • “Very, very helpful. Please do it again” Morgan Stanley
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Mary-Anne Loui

    Suite A-20-1, Level 20, Hampshire Place Office
    157 Hampshire, 1, Jalan Mayang Sari

    Fax: +603 2723 6699