Fundamental review of the trading book: The MSCI Solution

Earlier this year the Basel Committee on Banking Supervision (BCBS) has completed its multi-year Fundamental Review of the Trading Book initiative and issued finalized rules on Minimum Capital requirements for Market Risk. The finalized rules present several implementation challenges that demand complex risk analytics. 

Please join us for a webinar in which Thomas Moser, Vice President, MSCI Analytics will share the results of our study on the impact of FRTB, stemming from a multi-year engagement with clients. In addition, Thomas will present MSCI’s product roadmap for complying with FRTB’s Standardized and Internal Model approaches to help you prepare for your implementation projects.
 
Agenda Topics
  • Lessons learned from impact studies and engagements with clients
  • MSCI’s current offering that can be used in the context of the FRTB
  • MSCI’s product roadmap for FRTB’s Standardized and Internal Model Approaches

Video - Client Only »