WEEKLY NEWS BRIEF

Part 1: Introduction to Market Risk Management in Banking

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, with the aim of completely revamping the approach to calculating market risk-based capital requirements for trading activities (market risk capital).

This webinar is a two-part series. The first offers the opportunity to learn about market risk management and measurement in banking, and how actuaries can assist banks with the measurement of market risk in the trading book, and the second offers an introduction to the Basel III FRTB regulation and provides an overview of the core elements of the FRTB reform package.

Finally, we present a hypothetical case study for the calculation of Market risk Capital under the fundamental review of trading book Standardized based approach, which is the default market capital requirement for all banks that fall within the scope of the FRTB.

• REGISTRATION

Part 2: Market Risk Management in Banking: Application of FRTB Standardized Approach for the Calculation of Market Risk Capital

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, with the aim of completely revamping the approach to calculating market risk-based capital requirements for trading activities (market risk capital).

This webinar is a two-part series. The first offers the opportunity to learn about market risk management and measurement in banking, and how actuaries can assist banks with the measurement of market risk in the trading book, and the second offers an introduction to the Basel III FRTB regulation and provides an overview of the core elements of the FRTB reform package.

Finally, we present a hypothetical case study for the calculation of Market risk Capital under the fundamental review of trading book Standardized based approach, which is the default market capital requirement for all banks that fall within the scope of the FRTB.

• REGISTRATION

A few weeks ago, President Charles Cowling hosted our annual International Actuaries Day webinar.

This year's webinar topic was: Actuarial Intelligence - The AI Enhanced Actuary 💡

Guest Speakers:
Adam Driussi - Co-founder and Chief Executive Officer of Quantium
Dorothy L. Andrews, PhD - Senior Behavioral Data Scientist and Actuary for the National Association of Insurance Commissioners (NAIC)

à RECORDING

As with all content posted on YouTube, you can enable captions in the language of your choice. 

Earlier this week, the Climate Risk Task Force hosted a webinar on its final paper Actuarial Considerations Around Climate-Related Risks on Social Security.

à RECORDING / SLIDES