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06.15.2016 #event

Training Session: New Market Risk Framework - Fundamental Review of Trading Books

Join us at our Hong Kong office on Tuesday June 28th for a training session on the New Market Risk Framework.

The financial crisis exposed material weaknesses in the overall design of the framework for capitalising trading activities. The level of capital required against trading book exposures proved insufficient to absorb losses. As an important response to the crisis, the Basel Committee introduced a set of revisions to the market risk framework, including Basel 2.5. However, realizing that Basel 2.5 did not fully address the issues, the Basel Committee initiated a full review of trading book capitalisation, known as the Fundamental Review of the Trading Book (FRTB) in 2012. Since then, the BCBS released a few consultative papers and follow-up QIS on FRTB, aiming to contribute to a more resilient banking sector by strengthening capital standards for market risk. On 14 Jan 2016, the Basel committee released the final text, Minimum Capital Requirements on Market Risk.

In this training course, we will explore the main difference between the new regulatory framework and the old regulation, the key features of this new framework, best practice in market risk management, and the impact on the banking industry.

3 Reasons to Attend:

- Promote understanding of new regulatory change in market risk.

- Share experiences in handling new regulatory change and challenges.

- Develop your own network with risk practitioners in the banking industry.

 

Speaker: The course will be led by Victor Ma, Manager of Risk Practice, Sia Partners Hong Kong. Victor Ma has over 12 years of financial consulting experience, within which 7 years’ experience are in Risk Consulting for the enterprise-wide risk management systems, working with various banks in China, Taiwan and Hong Kong. He has strong knowledge on ALM, Liquidity risk and Counterparty credit risk. He is also a qualified CFA and FRM.

Location23/F Southland Building No.48 Connaught Road Central, Central, HK

Cost: HK$350

For enquiries, please contact Brian Lin at 2157 2717 or by email at brian.lin@sia-partners.com