Risk EMEA SUMMIT in London

      EMRC was pleased to attend the 6th Annual Banking Risk and Regulation Summit, which brought together leaders within risk and regulation to discuss impacts from the political, economic and regulatory landscape on risk in financial services and the future of risk management. The summit agenda was presented across two days in multiple streams.

      Steam One was devoted to Fundamental Review of the Trading Book. This part was focused one:

• Finalizing the interpretation of existing FRTB rules and obtaining clarity;
• Understanding capital implications
• Understanding the benefits and implications of operating under IMA or SBA;
• Executing FRTB in the practice and contending with timing constraints;
• Full evaluation and expected shortfall;

      Steam Two focused the discussions around 2017 Capital Management:

• Basil IV: unintended consequences;
• Capital optimization;
• Stress testing;
• Integrating regimes;
• TLAC and MREL;
• Internal Capital Requirements;
• Pillar 2 management and
• Capital floors;

      Steam Three was concentrated on 2017 Credit Risk:

• IFRS 9 implementation and interpretation;
• IFRS 9 scenario generation;
• Back-testing and model validation according to IFRS 9;
• IFRS 9 and IRB approach;
• IRB models;
• SA-CCR vs IMM;
• Counterparty credit risk and CCP;
• Initial margin;
• Valuation adjustments;
• Non-performing loans;

    More about the conference agenda can be found here.