Workshops

Workshops

Workshops

From IBOR to Risk Free Rates | August 4-5, Bangkok

  • Overview of IBOR to risk free rates and benchmark options
  • IBOR Transition Risk - Case Study
  • How to deal with the transition
  • Impact on risk management and risk control
  • Accounting implications
  • Managing collateral in a major market dislocation
  • The technology impacts and operating model challenges
  • Transitioning: lessons learned - markets, risk and operations

Programme Register

Thumbnail
Thumbnail

Regtech: Data, Risk and Compliance | August 4-5, Bangkok

  • Technology, Security and Regulation
  • Prudential Risk Management Framework
  • Developing Data & Challenges of Regulatory Reporting
  • Fraud, Crimes and Security
  • Compliance with financial requirements & government regulations
  • AI and Machine Learning
  • Next Generation of Regtech: Suptech
  • Global Trends and Government Initiatives in RegTech

Programme Register

Fundamental Review of the Trading Book | August 4-5, Kuala Lumpur

  • FRTB Implementation: Where are we now?
  • Revised Standardised Approach (SA)
  • Revised Internal Model Approach (IMA)
  • Overview of Modellable & Non-modellable and Market Risk Internal Model & FX Case Study
  • Default risk charge (DRC)
  • P&L Attribution Test and Desk Strategy
  • The Trading Book/ Banking Book Boundary
  • Operating Model, Data Management and System Challenges

Programme Register

Thumbnail