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The knowledge platform for the financial technology industry

A-Team Insight Webinars

Recorded Webinar: Get to grips with FRTB data and data management requirements

9 May 2017

The Fundamental Review of the Trading Book (FRTB) sets out a revised market risk framework and proposals to improve capital requirements. Although the regulation’s compliance deadline is 18 months away and some details have yet to be finalised, financial institutions need to be preparing now as FRTB is complex, presents significant data management challenges and could have a considerable impact on trading desks.

Listen to the webinar to find out about:

  • State of play on FRTB
  • Key data management challenges
  • Approaches to compliance
  • Technology solutions
  • Impact on trading desks

Speakers:

Joel van deer Leest FRTB Programme Manager
ING
Jerry Goddard Former Director of Traded Risk
Santander UK
Jacob Rank-Broadley Head of LIBOR Transition, B&I
Refinitiv
Charlie Browne Head of Market Data and Risk Solutions
GoldenSource
Moderator: Sarah Underwood Editor
A-Team Group

More about our speakers:

Joel van deer Leest

FRTB Programme Manager

ING

Joel van der Leest is a senior program manager and owner of Lemacon management consultancy. Main specialties include delivery of regulatory programs for internationally significant financial institutions and delivery/advisory on enterprise-wide data management solutions. Currently Joel is assigned to deliver the FRTB and CCR-IMM / SA-CCR compliance programs for ING bank. Earlier assignments include global program manager for Solvency II (NN-Group), Basel II (ABN AMRO) as well as various roles to deliver information management solutions to ABN AMRO and RBS.

Jerry Goddard

Former Director of Traded Risk

Santander UK

Jerry Goddard is an experienced Risk professional with expertise in Market Risk and Risk Infrastructure. He was responsible for the delivery of the Santander Group RDA programme in the UK. Prior to that he was the Director of Market Risk responsible for all desk level and consolidated market risk analysis, control and reporting for the trading books.

Jacob Rank-Broadley

Head of LIBOR Transition, B&I

Refinitiv

Jacob Rank-Broadley is a financial markets executive with over ten years’ experience advising financial institutions on strategic and regulatory issues. He is currently responsible for LIBOR transition within the Refinitiv Benchmarks and Indices business. Prior to joining Refinitiv, Jacob held strategy and consulting roles at Oliver Wyman and MarketAxess. He holds a Bachelor of Science in Economics (Hons) from the University College London.

Charlie Browne

Head of Market Data and Risk Solutions

GoldenSource

Charlie re-joined GoldenSource in 2016 having last worked for the company in 2004. He most recently held the role of Head of IPV and Valuations at Lloyds Banking Group where, in addition to building out the bank’s IPV reporting and governance framework, he was also responsible for implementing price testing approaches for CVA, FVA, Collateral Aware Discounting and structured credit products. The Group’s methodology for PRUVAL was also owned and delivered by the IPV team. Charlie was a member of the KVA Steer at Lloyds and worked closely with the Model Validation team to implement an approach for model reserves and restrictions. Charlie began his career implementing banking systems for both Commercial and Investment banks. From here he moved on to deliver IPV, Risk and Model Validation projects at Commerzbank before taking up the role of Head of the Valuation Explain Team on the Lehman Brothers Administration. The team’s role at Lehman was to use risk-based analysis to independently validate creditor OTC claims into the Lehman Estate. As Business Owner for Market Data & Risk Solutions at GoldenSource, Charlie’s focus has been on the build-out of best-in-class regulatory and control functionality that leverages RiskHub and MDS to deliver industry leading solutions for Risk and Finance. Charlie’s work on price observability and risk-based calculations at the various institutions he has worked in, provided the foundation for the GoldenSource FRTB solution.

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