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FRTB: Business and technology implications

Sponsored webinar: Calypso


  • Jouni Aaltonen, director, prudential regulation, AFME
  • Rubin Ranjendram, head of price and risk analytics, Calypso
  • Gaël Robert, head of risk analytics, Mizuho International 
  • Han Zhang, head of risk analytics, market and institutional risk management, Wells Fargo
  • Moderator: Joel Clark, consulting editor, Risk.net

Key topics include:

  • FRTB implementation timeline
  • Review of standardised approach market risk (SA-MR) and internal model-based approach (IMA) rules
  • Expected capital impact
  • Implications for trading book business strategy
  • Recommended IT infrastructure and analytics enhancements
  • Computational upgrades required to support breadth of internal modeling calculations

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