Meeting the Data Requirements of FRTB

Event Agenda
Industry Breakfast Meeting
Date Tuesday, 14 May
Location London
Venue Glaziers Hall

Join the A-Team FRTB breakfast briefing, which SmartStream is sponsoring. It will help you to get up to speed on all of the data management standards required by the FRTB. 

With the final rules released and an implementation date of 1st January 2022 now confirmed by the Basel Committee for Banking Supervision (BCBS), there is no time to delay in getting your Fundamental Review of the Trading Book (FRTB) programme up and running. The regulation is coming, it is urgent and it will be enforced! 

This breakfast briefing will deliver the following key points of information: 

  • Evaluate the Standard Model Approach vs. Internal Model Approach (IMA) and assess if IMA is right for your organisation  
  • Find solutions to the challenges around data sourcing of market and reference data for model elements and how to ensure data quality 
  • Approaches to upgrading market risk infrastructure: Build vs. Buy 
  • Address key pain points and discuss best practices for managing the data management requirements of FRTB elements: non-modellable risk factors, profit and loss attribution test, risk factor eligibility test, expected shortfall 
  • Understand what your implementation priorities should be 2019 

SmartStream participation: Peter Moss, CEO, SmartStream RDU will be taking part in a panel discussion:

09:50 Panel: Best practice approaches to data management challenges for FRTB compliance 

  • How does data management differ for the IMA and SA models in terms of the resources required and difficulty involved?
  • Approaches to upgrading market risk infrastructure: Build vs. buy 
  • Managing the integration of internal and external data sets to create a consistent data framework for: backtesting; P&L attribution test; risk factor eligibility test 
  • Ensuring a scalable and flexible architecture to evidence risk factor calculations to regulators 
  • What benefits beyond compliance can banks gain from successful implementation of data management for FRTB?

The SmartStream consultants are looking forward to discussing the needs of your business and exploring how SmartStream's solutions can help you.    

For further information please call Mariame Lindell on +44 (0)20 7898 0631 or contact us.