11월 5일(화)에 "Market Risk Management in Banking - Part 2"를 주제로 웹세미나가 진행예정입니다. 관심 있는 회원께서는 참고하시기 바랍니다.

• 주제: Market Risk Management in Banking - Part 2 :Application of FRTB Standardized Approach for the Calculation of Market Risk Capital 
• 일시: 2024년 11월 5일(화) 오후8시(KST)
• 주최: 국제계리사회(IAA, Interanational Actuarial Association)
• 내용:
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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.

• 등록: 웨비나 등록 링크