The Basel Committee on Banking Supervision (“BCBS”) issued its new Minimum capital requirements for market risk, often referred to as the fundamental review of the trading book (FRTB), in early 2019. The revised FRTB includes a set of amendments to address issues that have been identified through input from a wide spectrum of stakeholders since the publication of its original 2016 version. It takes into account extensive feedback received on a consultative document issued by the BCBS in 2018 and it is calibrated based on the most recent set of the BCBS’s quantitative impact study data.

TMA is delighted to have invited Ms Sammi Hsu, Executive Director, Risk Management Analytics Consulting, Asia, MSCI, to share her view on Revised Standardised Approach (SA) of the FRTB with synopsis as below:

(a)   The capital calculation framework of FRTB
(b)   The components of the Standardised Approach (SA)
(c)   The Sensitivities Based Approach
(d)   Key considerations for banks who applying SA
(e)   Business, process and data implications of SA implementation
(f)    The eligibility and application of Simplified Alternative to SA

Ms Sammi Hsu
Executive Director
Risk Management Analytics Consulting, Asia
MSCI

Sammi Hsu is a Senior Consultant for Greater China Risk Management Analytics at MSCI. In her role, Ms. Hsu actively presents thought leaderships on various risk management topics including Basel market risk and counterparty credit risk for trading book, as well as provides clients practical solutions using MSCI analytics to meet regulatory requirements and internal risk management best practices for banks, broker dealers, Asset managers, hedge funds and insurance companies.

Ms. Hsu holds a B.S in Business Administration from Binghamton University and a M.S in Finance from Baruch College. She is also a FRM Charterholder.

Participants are entitled to receive 1 CPD (TMA) credit upon completion of the seminar. TMA is the administrator for the Enhanced Competency Framework on Treasury Management (ECF-TM) and a recognized institution of Securities and Futures Commission (SFC) for providing continuing professional development (CPD) activities. The CPD hours can be used to meet the CPD requirements of the ECF-TM and the SFC.  To qualify for the CPD credits or attendance certificate of the seminar, all participants have to sign-in and sign-out. We regret that neither CPD nor attendance certificate will be given to those who are late for the seminar or leave early. TMA Office will update TMA Individual Members’ CPD record after the seminar is held.