Join us at A-Team Insight's FRTB breakfast briefing and get up to speed on the complex data management requirements that FRTB requires you to have in place:
- 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
- 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 Eligability Test, Expected Shortfall
- Understand what your implementation priorities should be 2019
This is an A-Team Insight event. Above link is directed to their events page.