London: 8th, 9th & 10th March 2017, FRTB: Towards Implementation Phase, Testing & Data Solutions Conference

London: 8th, 9th & 10th March 2017, FRTB Fundamental Review of the Trading Book: Towards Implementation Phase, Testing & Data Solutions Conference


SPECIAL OFFERS: 10% Early Bird Discount Until Friday 17th February. When 2 colleagues attend the 3rd goes free!


Wednesday 8th March: Workshop Day Concept and Implementation of SBA and IMA by Christian Schmaltz

Thursday 9th March: FRTB: Towards Implementation Phase, Testing & Data Solutions

  • Towards FRTB Implementation Phase
  • The Impact of Regulatory Challenges and Uncertainties on FRTB implementation
  • Data Challenges and Solutions

Friday 10th March: FRTB: Towards Implementation Phase, Testing & Data Solutions

  • Desk Eligibility Rules
  • Non-Modellable Risk Factors
  • P&L Attribution Testing & Backtesting
  • Latest Modelling Challenges
  • CVA & Initial Margins

Speakers


  • Sebastian Irle, Senior Policy Expert, TBG member, Deutsche Bundesbank
  • Ludovic Lelegard: Global Head of Market Risk Analytics, HSBC
  • Jeremy Penn: Head of UK Regulatory Market Risk Quant Analysis, Credit Suisse
  • Adolfo Montoro: Director of Market Risk Methodology, Deutsche Bank
  • Jerry Goddard: Director, Risk Data, Santander UK
  • Martin Delloye: Regulatory Affairs, BNP Paribas
  • Lorenzo Liesch: Head of Risk Methodology, UniCredit
  • Alexander Sokol: CEO and Head of Quant Research, CompatibL
  • Ignacio Ruiz: Founder & CEO, MoCaX Intelligence
  • Sylvain Martinez: Head of Market Risk and Analytics, ICBC Standard Bank
  • Vladimir Chorniy: Head of Risk Modelling Strategy, Group Risk Management, BNP Paribas
  • Alexander Smith: Quantitative Analyst, KPMG
  • Neels Vosloo: Head of Traded Risk Modelling, Financial Services Risk Advisory, Deloitte
  • Jean-Marc Depinay: Executive Consultant - Data Scientist, ATOS
  • Thomas Severance: MD / Financial Market Technologies, IHS Markit
  • David Woodhouse: Consultant to the CEO (PTRI), ICAP Financial Services
  • Christian Schmaltz: Assistant Professor, Finance¸ Aarhus University
  • Other presenters to be confirmed

FRTB In- House


FRTB Fundamental Review of the Trading Book is available as In House training from WBS.

Email: neil@wbstraining.com

Telephone: Neil Fowler: +44 (0) 1273 201352


Conference Bookings: Discount Structure:


  • Early Bird Discount: 20% Before 27th January
  • Early Bird Discount: 10% Before 17th February
  • Main Conference + Workshop (£150 Discount)
  • SPECIAL OFFER: When 2 colleagues attend the 3rd goes free!
  • 70% Academic Discount (FULL-TIME Students Only)