Events

Market Risk Management in Banking: A Two-Part Series

Unlocking New Horizons: Actuaries Beyond Insurance and Pensions The Fundamental Review of the Trading Book (FRTB) was introduced by the Basel Committee on Banking Supervision (BCBS) in the years following the Great Financial Crisis of 2007-2009. Its aim was to revamp the approach to calculating market risk-based capital requirements for trading activities.

This two-part webinar series provides an opportunity to learn about market risk management in banking, how actuaries can assist with market risk measurement, and an introduction to the Basel III FRTB regulation. The series will also present a hypothetical case study for calculating market risk capital under the FRTB's standardized approach, which is the default market capital requirement for all banks within its scope.

Moderator:

Michael Tichareva

Michael Tichareva is a Fellow of the Actuarial Society of South Africa (FASSA) and a Fellow of the Institute of Actuaries (FIA), holding a BCom (Hons.) degree in Actuarial Science and an MBA from Wits Business School, specializing in banking and finance. Michael entered banking in 2008 after initially qualifying as a pensions and employee benefits actuary in 2004. He has practiced in life assurance, pensions, and investments before moving to banking. He is the Executive Chairman & Senior Actuary of Claxon Actuaries International and Chair of the IAA Banking Virtual Forum.

Speakers:

Lawrence Habahbeh

Lawrence Habahbeh is an actuary with extensive experience in enterprise risk management, market risk, and counterparty credit risk. He provides strategic insights and solutions to clients, helping them navigate complex risk landscapes. As a member of the Institute and Faculty of Actuaries, Lawrence is active in various risk management initiatives and holds an MSc in Actuarial Science from Heriot-Watt University.

Iain Allan

Iain Allan, from Edinburgh, Scotland, has spent most of his career in banking. He was Group Director, Strategy at RBS (now NatWest) for 15 years and is currently an independent consultant. Iain is an Honorary Visiting Professor at Bayes Business School and Vice Chair of the IAA Banking Virtual Forum.

October 22, 2024 Part 1: 07:00 - 08:00 am EDT		November 05, 2024 Part 2: 06:00 - 07:00 am EDT
REGISTER HERE - SESSION #1		REGISTER HERE - SESSION #2

When

10/22/2024 7:00 AM - 11/5/2024 8:00 AM