19.09.2024 / 10:00
FRTB Standardised Approach – EUR Equity Options
Learn how the FRTB standardized approach reshapes risk management for EUR equity options. We break down the essentials of equity, interest rate, and default risk.
The recent turmoils in the global financial markets led to a major changes in regulatory requirements with the aim to recognise risks earlier, to back them with appropriate equity capital and to form corresponding provisions in the balance sheets. FORRS helps to analyse and implement new regulations, audit and accounting rules.
IFRS 9 accounting standard
Impairment process based on credit risk models
Migration from IAS 39 to IFRS 9 and restatement
Complex hedge accounting strategies
"Local" GAAPs, including HGB, UGB, CH GAAP, FR GAAP, US GAAP
Evaluation of ESG ratings, credit risk models on ESG
Fund accounting: Security and real-estate funds
Fund consolidation
Fund controlling
Fund taxation
Alternative investments: infrastructure, loans, private equity
19.09.2024 / 10:00
Learn how the FRTB standardized approach reshapes risk management for EUR equity options. We break down the essentials of equity, interest rate, and default risk.
06.05.2024 / 09:00
Discover with us each financial product's risk types which drive the product’s value. We will also show you how to calculate them!
18.04.2024 / 10:00
Discover the relevance of internal market risk models in the era of FRTB regulations. Our partner Stefan Weichert explores institutional hesitations around FRTB model adoption and unveils the potential advantages, including an analysis of cost, income variables, and crucial "soft" factors.