WEDNESDAY, 30TH 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
- Thursday 1st December: FRTB Fundamental Review of the Trading Book Conference
- Modelling Challenges
- Banking Book vs Trading Book
- Capital Implications
- CVA, Initial Margins & AAD
SPEAKERS
- Richard O'Connell: Global Markets Lead for Risk, Capital, & Regulatory Change,Credit Suisse
- Adolfo Montoro: Director of Market Risk Methodology, Deutsche Bank
- Alysa Shcherbakova: Banking Supervision & Regulation, Federal Reserve Board
- Karl Reitz: Deputy to the Vice Chairman, Federal Deposit Insurance Corporation
- Phil Ohana: Risk Chief Operating Officer - Americas, Societe Generale Corporate and Investment Banking
- Harvey Stein: Head of Quantitative Risk Analytics, Bloomberg LP
- Victor I. Makarov: Director, Advisory - Market and Treasury Risk, KPMG LLP
- Michele Marzano: Senior Regulatory Risk Analytics Manager, HSBC
- Arash Shaeri: Head of Market Risk Methodology US, Deutsche Bank
- Alexander Sokol: CEO and Head of Quant Research, CompatibL
- Stuart Elson: Shisa Advisors
- Dana Calistru: (former) Global Head of Market Risk and Analytics, Barclays Capital
- Ignacio Ruiz: Founder & CEO, MoCaX Intelligence
- Naresh Malhotra: Director, Financial Risk Management, KPMG LLP
- Marcus Cree: Risk Specialist, MISYS
SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!
Location
New York,
United States
When
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