Recorded Webinar: Solving the data management challenges of FRTB
Despite the compliance deadline of the Fundamental Review of the Trading Book (FRTB) being pushed back to January 2022 by many national regulators, the time to address the data management challenges of the regulation is now. The webinar will discuss key elements of FRTB – including risk models, liquidity horizons and data sourcing for risk calculations, back testing and hedging – and consider the data management challenges these present. It will also identify solutions to the challenges and consider how best they can be implemented and to what advantage.
Listen to the webinar to find out about:
- FRTB requirements
- Data management challenges
- Technology solutions
- Best practice implementation
- Benefits beyond compliance
Speakers:
More about our speakers:
Ignacio Ruiz
Founder & CEO
MoCaX Intelligence
Ignacio Ruiz is a Global Subject Matter Expert in the area of risk methodology and technology. Author, he has several leading papers in the field in top journals. Before acting as an independent, he was the leading quant of Counterparty Credit Risk, exposure measurement, at Credit Suisse, and Head of Equity Risk Methodology at BNP Paribas.
Satinder Jandu
Director
Viewset
Satinder is an industry expert in delivering large and complex global multi-million pound regulatory risk and finance projects (FRTB, BCS239, FDFS, IPV) across every phase of the project lifecycle from Initiation through to “Go Live” across Investment banks.
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.
Sponsors
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