Avantage Reply hosts an event on FRTB data

10 February 2017

Amsterdam

Of all the implementation challenges posed by FRTB, data is perhaps the most daunting, given the complexity of the regulation. To help develop industry standards, ISDA has launched the FRTB Data Standards project. This initiative is aimed at reaching a common industry consensus on the interpretation of risk-factor modellability rules under the FRTB, and a shared set of business requirements to support risk-factor assessment and data capture.

Avantage Reply is delighted to invite you to the upcoming FRTB lunch taking place on 10th February 2017 (from 12:30 to 2:00 PM) at De Nieuwe Poort (Claude Debussylaan 2, 1082 MD Amsterdam).​

​​Agenda

• Panayiotis Dionysopoulos (ISDA) will discuss the work of ISDA in developing industry standards.
• Joel van der Leest (FRTB Programme Manager, ING) will discuss practical implementation examples.
• Oscar McCarthy (Associate Partner, Avantage Reply) will discuss the challenges of the Standardised Approach.

​​Please register by emailing ​​​​​​​