Trading Book Market Risk Management for Financial Institutions

Posted on

Trading Book Market Risk Management for Financial Institutions

 Introduction

This course will cover trading book market risk with a focus on risk measurement, modelling and regulatory requirements which have been developed since the 2007-2009 financial crisis. The course will highlight the Basel trading book requirements (including Basel 2.5, Basel lll, the Fundamental Review of the Trading Book, and the Non-Internal Model Method Counterparty Credit Risk Capitalization proposal), as well as the key trading book-related elements of the US Dodd-Frank Act, the EU EMIR, and the EBA Prudential Value Adjustment rules. The course will also cover the impact of Basel lll on the economics of bank business models, particularly the impacts of the capital, leverage and liquidity ratio rules on bank balance sheets, funding and profitability.

Who Should Attend

The course is intended for participants from bank global markets (trading, structuring, sales professionals), global markets operations, finance, risk management and product control groups.

Key Highlights

Analysis of market risk measurement & capital requirements under Basel 2.5 and Basel lll
Analysis of counterparty credit risk measurement & capital requirements under Basel 2.5 and III
OTC financial product regulatory requirements in key markets
Basel lll impacts on bank business models

Leave a Reply

Your email address will not be published. Required fields are marked *