FRTB compliance: navigating internal models and capital efficiency under Basel III

Panel discussionMarket riskMarket risk - day 1

2025-06-17 | 12:20 PM - 01:00 PM

Managing operational and market risks on trading desks by aligning FRTB requirements with technology upgrades, data governance frameworks, and cross-functional workflows
Examining the strategic decisions between proprietary internal models and standardised approaches, considering the trade-offs in capital costs, model complexity, and regulatory favourability
Exploring practical approaches for integrating FRTB requirements with Basel III capital rules, balancing compliance with competitive positioning in volatile market environments