Webinar: Managing Capital and Stress Testing for Traded Book Assets

Thursday, 4th October, 2018 | 10:00 A.M. BST / 11:00 A.M. CEST

Financial institutions are moving towards consolidated and consistent framework for capital and stress testing measurement. Recent trends has provided greater emphasis on the alignment of this across both the trading and banking book portfolios.

This webinar will provide further insights on:

  1. The overview of market themes in trading book
  2. Best practices and themes seen for Incremental Risk Charge (IRC) and Default Risk Charge (DRC)
  3. The different risk types affecting trading book assets. For example, Wrong-way risk, Settlement risk
  4. Combined reverse stress testing for trading and banking books


Roshni Patel, Director, Solutions Specialist
Alexis Hamar, Director, Portfolio Product Management
Abinash Arulanandam, Director, Advisory Services

Click here to view all webinars in our Risk & Finance Insights Series.

Please note this webinar has now concluded.