Trading Book Capital: Basel 3 Implementation, Climate Risk in the Trading Book

All major jurisdictions are now well underway to implementing the Basel 3 standards with the third Capital Requirements Regulation (CRR) agreed in the EU, the final standards in the UK due to be published soon and the US’ consultation on their ‘notice of proposed rulemaking’ (NPR) is close to finalization. Some key parts of the revised capital framework are already live, including the standardized approach for counterparty credit risk (SA-CCR) in the US, EU and UK and supervisory reporting under the standardized approach for the Fundamental Review of the Trading Book (FRTB) in the EU. Meanwhile, regulators globally are taking a close look at climate-related financial risks, with consultation papers issued to better understand the challenges that banks and other stakeholders face. 

This event will examine the key developments and challenges related to the implementation of the trading book capital framework. Panelists will discuss implementation timelines, remaining challenges, and future areas of focus, as well as lessons learned.

Capital specialists, traders and risk managers at banks, as well as regulators and infrastructure providers will benefit from this conference but all are welcome! The event will be free to attend.

• Registration must be received 24 hours prior to the event. Attendance is by pre-registration only, NO walk-ins will be accepted.
• By registering you must agree to adhere to ISDA guidelines for attendance outlined in the policies on the registration form, subject to change in accordance with local government guidance and mandates.