FRTB Fundamental Review of the Trading Book Conference

BROCHURE

WEDNESDAY, 16TH NOVEMBER:
Workshop Day Concept and Implementation of SBA and IMA by Christian Schmaltz


THURSDAY, 17TH NOVEMBER:
FRTB Fundamental Review of the Trading Book Conference

FRIDAY, 18TH NOVEMBER:
FRTB Fundamental Review of the Trading Book Conference

• Desk Eligibility Rules
• Non-Modellable Risk Factors
• P&L Attribution Testing
• Challenges of the New Framework
• CVA, Initial Margins & AAD
• Impacting the Operating Model of Banks

SPEAKERS

• Paul Burnett: Head of Traded Risk Analytics, Global Risk Analytics, HSBC
• Jeremy Penn: Head of UK Regulatory Market Risk Quant Analysis, Credit Suisse
• Rita Gnutti: Head of Internal Model Market & Counterparty Risk, Intesa Sanpaolo
• Adolfo Montoro: Director of Market Risk Methodology, Deutsche Bank
• Mark Morgan: Head of Portfolio Market Risk | Trading Book Market Risk, Lloyds Bank Commercial Banking
• Gordon Lee: Executive Director, Portfolio Quantitative Analytics, UBS
• Neels Vosloo: Head of Traded Risk Modelling, Financial Services Risk Advisory, Deloitte
• Ignacio Ruiz: Founder & CEO,MoCaX Intelligence
• Naresh Malhotra: Director, Financial Risk Management (FRM), KPMG LLP
• Jouni Aaltonen: Director, Prudential Regulation, AFME
• Christian Schmaltz: Assistant Professor, Finance¸Aarhus University
• John Barclay: Head of Risk and Finance Consulting, GFT UK
• Alexander Sokol: CEO and Head of Quant Research,CompatibL
• Fabio Lania: Market Risk Senior Quantitative Analyst, Intesa Sanpaolo
• Franck Rossi: Director, Product Manager Risk Regulation, Numerix
• Emilio Viudez: Head of Client Solutions, MoCaX Intelligence
• Thomas Obitz: Director,RisKTransform

SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!

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