R&R #10 – FRTB Standard Approach | Proposed Simplification

  • Posted by admin
  • On July 3, 2017
  Our earlier “Basel IV Summary Post”, provided a holistic overview of areas affected by “Basel IV”. Post #7 and Post #8 of our Basel IV Series presented an overview as well as calculation details how the new Standardized Approach for Market Risk Capital Requirements for trading book exposures (“FRTB Standardized Approach”) works. The Committee […]
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Untangling the Risk & Regulator Labyrinth for Internal Auditors

  • Posted by admin
  • On June 26, 2017
With the growing complexity it’s not just a massive challenge for Banking Executives to avoid siloed approaches and stay focused on the core business. Our Value3 Partner Team is looking forward to facilitate the International Marcus Evans Conference on “Auditing Regulatory Reform in Banking” with a tailored Masterclass. The high-caliber speaker line-up, including Chief Auditors […]
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IFRS 9 | 1-Day Executive Training

  • Posted by admin
  • On June 26, 2017
Are you fit for the IFRS 9 Go-Live in just 6 month? The 1-day Seminar in collaboration with Finanzverlag Austria is tailored to enable Bank Management and Supervisory Boards to tackle the IFRS 9 challenge just around the corner. Check out the full agenda. ***************************************************************************************************************** This training will be in German. Interested in trainings held […]
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Monday Motivation | Start with WHY

  • Posted by admin
  • On June 26, 2017
Great motivation for this upcoming week – “starting with WHY“, like best-selling author Simon Sinek says. Wishing everybody an amazing week without stress, but lot of passion! Team Value3
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#MondayMotivation | Making decisions

  • Posted by admin
  • On June 19, 2017
#MondayMotivation We are all the captain of our ship called life. The ability to make our own choices is so powerful. Motivating life story of best-selling Harry Potter author J.K. Rowling. Never be afraid to take decisions.. Team Value3
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#MondayMotivation | Attempting the impossible

  • Posted by admin
  • On June 12, 2017
True words by the 3rd president of the US.. Likewise great sportsmen and women repeatedly proof it – they are willing to work their butt off, to achieve something nobody has done before.. This Roland Garros weekend has some good examples.. Rafael Nadal winning one Grand Slam titles 10x “La Decima” as first person ever […]
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R&R #9 – FRTB Internal Models Approach Deconstructed

  • Posted by admin
  • On June 9, 2017
  Our last two posts presented an overview of the FRTB Standardized Approach as well as an FRTB SA calculation example. In this post we will have a look at the Internal Models Approach under FRTB. Throughout the post specific areas of the BCBS Document FRTB – BCBS 352 will be referenced for readers to […]
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