Market Risk Management in Banking: A Two-Part Series

Market Risk Management in Banking: A Two-Part Series, Presented by the Banking Forum

Unlocking New Horizons: Actuaries Beyond Insurance and Pensions The Fundamental Review of the Trading Book (FRTB) was introduced by the Basel Committee on Banking Supervision (BCBS) in the years following the Great Financial Crisis of 2007-2009. Its aim was to revamp the approach to calculating market risk-based capital requirements for trading activities.

This two-part webinar series provides an opportunity to learn about market risk management in banking, how actuaries can assist with market risk measurement, and an introduction to the Basel III FRTB regulation. The series will also present a hypothetical case study for calculating market risk capital under the FRTB's standardized approach, which is the default market capital requirement for all banks within its scope.

Part One: 22 October, 2024 | 13h - 14h

Introduction to Market Risk Management in Banking

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