Loading Events
  • This event has passed.

Market Risk in the Trading Book

Start Time :

June 4 @ 9:00 am

Finish Time :

June 5 @ 5:00 pm

Address :

180 Maiden Lane, Suite 1102 New York,NY10038United States

Event Description

On January 2016, the Basel Committee on Banking Supervision, substantially revised existing minimum capital requirements for market risk in the global Basel regulatory framework, including amendments made after the June 2006 publication of Basel II: International Convergence of Capital Measurement and Capital Standards. These new requirements will significantly influence the composition of internationally active bank’s securities and derivatives portfolios for years to come.  This interactive course will include articles and cases to spur discussion. 

FULL COURSE DESCRIPTION