_frtb-strengthening-market-risk-practices.jpg "FRTB: Strengthening Market Risk Practices? from basel market risk framework Video Screenshot Preview")
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⏲ Duration: 27 min 77 sec
✓ Published: 27-Jan-2017
✓ Published: 27-Jan-2017
Description:
Webinar co-hosted by Quantifi & Kauri SolutionsnnIn July 2015, the Basel Committee proposed the FRTB-CVA framework which replaces the current CVA risk Capital calculations. Six months later it published the final rule of the FRTB framework designed to address the undercapitalisation of trading book exposures witnessed during the financial crisis. This webinar explores both frameworks in their historical context and takes an in-depth look at the challenges and implications of FRTB.
Webinar co-hosted by Quantifi & Kauri SolutionsnnIn July 2015, the Basel Committee proposed the FRTB-CVA framework which replaces the current CVA risk Capital calculations. Six months later it published the final rule of the FRTB framework designed to address the undercapitalisation of trading book exposures witnessed during the financial crisis. This webinar explores both frameworks in their historical context and takes an in-depth look at the challenges and implications of FRTB.
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