Join risk leaders, quantitative experts, and innovators as we connect compliance to competitiveness - from capital calculations to enterprise-wide resilience.
Welcome to the
FRTB & Risk Management Conference 2026 - a leading European forum exploring how banks, asset managers, regulators, and technology providers are transforming capital markets risk practices in response to the Fundamental Review of the Trading Book (FRTB) and beyond. Join risk leaders, quantitative experts, and innovators as we connect compliance to competitiveness - from capital calculations to enterprise-wide resilience.
5 Key Themes for the FRTB & Risk Management Conference 2026
- Implementing FRTB in Practice: Navigating IMA vs SA choices, capital optimization, and supervisory approva
- Risk Data & Model Infrastructure: Data lineage, model governance, and auditability at scale.
- Market Risk & Liquidity Management: Managing P&L attribution, desk-level approval, and liquidity horizons. Counterparty Credit Risk & XVA o CVA capital, IMM vs SA-CCR, and integration with FRTB frameworks.
- New Dimensions in Risk: Climate, cyber, and operational risks as systemic considerations.
- Strategic Risk Transformation: Aligning compliance with business strategy and competitive advantage.
Key Themes
FRTB Implementation & Global Rollout- Standardized vs Internal Models: progress, challenges, and timelines
- Managing capital impact across asset classes
- Regional regulatory alignment and divergence
Risk Data, Technology & Infrastructure- Building scalable, transparent risk data architecture
- Cloud, AI, and advanced analytics for real-time risk
- Model validation, backtesting, and monitoring
Market Risk Evolution- New frontiers in market risk modeling
- Stress testing, scenario analysis, and sensitivity measures
- Volatility, liquidity, and procyclicality under FRTB
Credit & Counterparty Risk- Integration of market and credit risk under new frameworks
- Trading book vs banking book boundary issues
- XVA, CVA, and counterparty credit capital challenges
Operational & Climate Risk- Expanding the risk lens: cyber, operational resilience, and ESG
- Climate risk integration in regulatory capital frameworks
- Forward-looking risk management strategies
Global Roadmap for Risk & Regulation- Lessons from early adopters of FRTB
- Supervisory expectations and international cooperation
- Future of Basel IV and beyond
Why Attend
- Discover the latest regulatory updates and industry benchmarks on FRTB and Basel IV.
- Network with senior CROs, regulators, and quant experts shaping the future of risk.
- Gain practical insights into capital optimization, data architecture, and compliance technology.
- Explore case studies from leading banks on FRTB implementation and enterprise risk transformation
Who Will Benefit
Risk professionals, quantitative experts, compliance officers, banking executives, regulators, and anyone driving innovation in financial risk management.
Who Should Attend
- Chief Risk Officers & Senior Risk Managers
- Market Risk & Credit Risk Analysts
- Quantitative Analysts & Model Developers
- Banking & Asset Management Leaders
- Regulators & Policy Makers
- Compliance, Audit & Governance Professionals
- Technology & Data Infrastructure Providers
Industries Represented
- Global & Regional Banks
- Asset & Investment Management Firms
- Risk Analytics & Quant Tech Providers
- RegTech & Compliance Technology
- Supervisory & Regulatory Authorities
- Academic & Research Institutions
Speakers
- Lee Medoff, Head of Model Governance
- Edward Bace, Senior Lecturer
- Navneet Mathur, Executive FRTB Internal Models
- Nishank Srivastava, Managing Director | Chief Credit Officer - Wealth Management
- Lorenzo Liesch, Head of Risk Methodologies & Valuation
- Fateh Muhammad, Head Credit Risk Review
- Fabio Lania, Senior Market Risk Manager
- Dr. Rolf Klaas, Senior Expert Risk Management
- Jingya Yun, Regulatory Program Director/FRTB IMA Lead
- Jeffery J. Weaver, EVP & Managing Director
- Argyro Ouraniou, Head of Compliance Risk Management and Governance
- Andrei Greenberg, Head of Market and Counterparty Risk Models
- Sebastian Schnitzler, Head of Quantitative Risk Modelling
Please fill in your name and email to receive the Conference Agenda of this event.
Venue
Hotel SB Plaza Europa
Carrer de les Ciències 11, 13, L’Hospitalet de Llobregat, 08908
Barcelona, Spain
