Chapter Meeting

Indonesia

Up Close and Personal with Basel IV’s FRTB Framework

December 15, 2022

This chapter meeting has passed.

Overview

Fundamental Review of the Trading Book (FRTB) under Basel IV is a far more quantitative framework for minimum capital requirements of a bank’s market risk component in Basel standards compared to its predecessors. On top of its challenging methodologies, FRTB’s expected global implementation over the next two years will be accompanied by concerns including “the great resignation” and a possible widespread recession. This means current and future FRTB projects may occur under heavy resource constraints — both financial and personnel — with the latter being more concerning.

Join us for this virtual Chapter meeting to examine the FRTB puzzle from multiple perspectives, with specific focus on FRTB-SA (Standardized Approach) methodology as a minimum requirement from regulators implementing the Basel IV standards for market risk capital. Our speakers will discuss:

  • Up: Basel IV’s FRTB Refresher
  • Close: FRTB-SA Components
  • Personal: Impact on Banks, Trading Desk Strategy, and IT Implementation

Agenda

6:00-6:05: Welcome and Tech Tips

6:05-6:10: Welcome GARP Indonesia Chapter and Speaker Introduction

6:10-6:45: Presentations

6:45-6:55: Audience Q&A

6:55-7:00: Concluding Remarks 

Attendees qualify for 1 GARP CPD credit.

Details

December 15, 2022
6:00 PM - 7:00 PM

Online
Link Emailed Upon Registration

View on Demand

Speakers

Giorevinus M.P.H. Simarmata, FRM

Giorevinus M.P.H. Simarmata, FRM
Co-Founder, Vryska

Zoi Sempou

Zoi Sempou
Founder and Principal Consultant, Risk Advis BV

Dapit Irianto, FRM

Dapit Irianto, FRM
Team Leader Risk Management, Sarana Multi Infrastruktur

Vishal Kapoor

Vishal Kapoor
Group Functional Head of Audit for Risk and Finance, DBS

Chapter Directors

Melisa Hendrawati
Chief Financial Officer Superbank

Indra Tjahaja
Head of Risk Analyst and Modeling in Commonwealth Bank Indonesia



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