International Basel IV-Channel, Revised Market Risk Framework - SBA, June 3rd

Revised Market Risk Framework (part 1): Sensitivity based Approach

Keywords:
Sensitivity Based Approach (SBA), Fundamental Review of the Trading Book (FRTB), impacts and challenges, Delta Risk, Vega Risk, Curvature Risk, Default Risk, Residual Risk, PwC-SBA-Tool


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Presenters:

Martin Neisen, Global Basel IV Leader, Regulatory Management
Phone: +49 69 9585 3328
Mobile: +49 151 53800865
E-Mail: [email protected]

Luis Prazeres, Director, PwC UK
Phone: +44 (0) 2078 045421
Mobile: +44 (0) 7525 865240
E-Mail: [email protected]

Guilaume Magdelyns, Manager, PwC Belgium
Phone: +32 2 7104507
Mobile: +32 472 453007
E-Mail: [email protected]

Basel IV contacts:
Gerald Brandstaetter, Austria
Phone: +43 1 501 88 1172
E-Mail: [email protected]

Alex Van Tuykom, Belgium
Phone: +32 2 7104733
E-Mail: [email protected]

Malorie Padioleau, Belgium
Phone: +32 2 7109351
E-Mail: [email protected]

Jock Nunan, CEE
Phone: +381113302120
E-Mail: [email protected]

Elina Christofides, Cyprus
Phone: +357 22 555 718
E-Mail: [email protected]

Janus Mens, Denmark
Phone: +45 3945 9555
E-Mail: [email protected]

Ago Vilu, Estonia
Phone: +372 614 1800
E-Mail: [email protected]

Marko Lehto, Finland
Phone: +358 20 787 8216
E-Mail: [email protected]

Marie-Hélène Sartorius, France
Phone: +33 156575646
E-Mail: [email protected]

Georgios Chormovitis, Greece
Phone: +30 210 6874787
E-Mail: [email protected]

Ronan Doyle, Ireland
Phone: +353 1 792 6559
E-Mail: [email protected]

Pietro Penza, Italy
Phone: +39 346 570832158
E-Mail: [email protected]

Gabriele Guggiola, Italy
Phone: +39 346 5079317
E-Mail: [email protected]

Tereze Labzova, Latvia
Phone: +37167094400
E-Mail: [email protected]

Rimvydas Jogela, Lithuania
Phone: +37052392300
E-Mail: [email protected]

Jean-Philippe Maes, Luxembourg
Phone: +352 49 48 48 2874
E-Mail: [email protected]
Fabio Axisa, Malta
Phone: +356 25647214
E-Mail: [email protected]

Abdellah M’barki, Netherlands
Phone: +31 887925566
E-Mail: [email protected]

Jan Wille, Netherlands
Phone: +31 887927533
E-Mail: [email protected]

Zdzislaw Suchan, Poland
Phone: +48227464563
E-Mail: [email protected]

Luís Barbosa, Portugal
Phone: +351 213 599 151
E-Mail: [email protected]

Nikola Stamenic, Russia
Phone:
E-Mail: [email protected]

Pawel Peplinski, Slovenia
Phone: +386 1 583 60 00
E-Mail: [email protected]

Mike Jennings, Slovakia
Phone: +420 251 152 024
E-Mail: [email protected]

Alvaro Gonzalez, Spain / Andorra
Phone: +34 915 684 155
E-Mail: [email protected]

André Wallenberg, Sweden
Phone: +46 (0)10 2124856
E-Mail: [email protected]

Reto Brunner, Switzerland
Phone: +41 58 792 14 19
E-Mail: [email protected]

Lyudmyla Pakhucha, Ukraine
Phone: +380443540404
E-Mail: [email protected]

Nigel Willis, United Kingdom
Phone: +44 (0)207 212 5920
E-Mail: [email protected]