FRTB Webinar

FRTB Webinar

I  co-presented an FRTB Webinar with Quantifi Solutions’s Head of Research Dmitry Pugachevsky. The webinar was based on our co-written whitepaper.

Dmitry covered the new proposed the new proposed CVA rules, while I covered the “main” FRTB – BCBS 352.

The webinar was recorded, and can be found here.