QA Financial E-Commerce and Retailing Forum New York 2023 19 October 2023 Book Ticket

Leadership Seminar: Managing trading and risk data for FRTB

14th January 2020
02:00pm - 06:00pm BST

Leadership Seminar: Managing trading and risk data for FRTB

Leadership Seminar in partnership with Delphix

Under new Basel rules, we are moving from the world of risk modelling to the world of real-time risk reporting. The Fundamental Review of the Trading Book, which has to be implemented by January 2022, requires significant upgrading of trading and risk systems and key challenge is data for testing Murex and other platforms. In particular, firms require data for testing their calculations for Credit Value Adjustments (CVAs) - measurements of the changing risks produced by movements in market and credit positions. This seminar will focus on how firms are meeting the challenge, and how they can create multiple, agile, repeatable and secure data environments that can be deployed instantly to test their trading algorithms.


This is an invitation-only seminar event for banking professionals, hosted by QA Financial and Delphix. If you are interested in attending, please e-mail us at


The Forum will cover:

  • Managing data for FRTB testing and compliance 
  • Upgrading of trading and risk systems 
  • Key challenges that mulitple data streams are being rendered accurately in these systems

Contact Details




  • 70 Gracechurch Street
    7th Floor
    EC3V 0XL

Speaker Presentation

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