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FRTB — Regulatory Capital for
Market Risk and CVA in Practice
DEEP DIVE ON THE PRACTICAL APPLICATION OF FRTB
CPE - Up to 18.75 Hours
Save up to $500.00* - Special Early Bird Email Only Offer.
This course will give participants an in-depth understanding of OSFI’s regulatory capital treatment of market risk and CVA. Learning is based on an intense use of examples, applying FRTB step-by-step.
Case studies incorporate real-life issues faced by banks in their implementation of the FRTB regime and interpretations of the capital rules.
Course Leader
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Juan Ramirez is a Vice President and regulatory capital expert on FRTB market risk at Deutsche Bank in London. Previously, he worked 8 years at Deloitte LLP in London, advising clients on Basel III/IV and IFRS 9 issues. Juan has a deep understanding of all elements of bank regulatory capital: ICAAP, risk appetite, capital planning, economic capital and stress testing.
With an MBA from University of Chicago, Mr. Ramirez moved to London to work at the commodities trading desk at JPMorgan. Later he joined the derivatives sales teams at Lehman Brothers, Barclays Capital, Banco Santander and BNP Paribas. He has devoted more than 20 years to derivatives in front office positions, gaining a first-hand experience on market risk and hedging solutions.
Mr. Ramirez is the author of “Handbook of Basel III Capital”, “Accounting for Derivatives” and “Handbook of Corporate Derivatives and Equity Capital Markets”
Canadian Anti-Spam Legislation Compliance and COVID-19
Due to COVID we have not been operating for some time now and, as a result, some of our contact information may be out of date. Please ensure your organization is aware of these informative, CPE eligible events by forwarding this email to your colleagues.
In addition, as we now have limited email contact with your company, we ask you to please pass along information about our events to your colleagues that you think may be interested. They may not be on our email list and they many not be receiving the same information and pricing offers that we are sending your way.
If you have any questions, would like further information or would like assistance in registering, please feel free to contact us at 416-504-6952. REGISTER NOW to realize these substantial savings and to be part of this timely, critical conference!
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