IFR/IFD: New EU Investment Firm Capital Framework | Bloomberg Professional Services
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Webinar

IFR/IFD: New EU Investment Firm Capital Framework

On Demand
Duration: 58 Minutes
Original Date: January 20, 2021
In December 2019, the European Union adopted a new regulatory regime with the aim of creating risk-adequate and tailored prudential requirements for Investment Firms authorised in the EU under MiFID (IFR/IFD). The HM Treasury is planning to adopt similar conditions for UK regulated firms after Brexit. By June 2021, investment firms will need to adhere to the new framework and underlying requirements. The new regime will introduce significant changes in capital requirements and calculations, liquidity and concentration risk, as well as in prudential consolidation, internal governance, remuneration, reporting and disclosure policies. The implementation will require significant efforts for a large number of investment firms active in the EU and lead to substantial data, systems and organizational challenges. Please join us for a webinar during which we will discuss the new IFR/IFD requirements for capital and risk, explore what challenge they will create and how Bloomberg can help.

Discussion topics - Overview of the new regulation: ratio, scope, and impact of Brexit
- Timeline and implementation roadmap: 31 RTS, ITS and Guidelines
- The New Classification of Investment Firms: Class 1 (CRR), Class 2 (IFR), Class (FOR)
- Capital Requirements: calculating the k-factors
- Liquidity requirements: eligibility and haircuts
- Concentration risk calculation and limits
- Applying Bloomberg's risk data solutions to meet IFR/IFD requirements
- Q&A

Speakers

Murat Bozdemir

Regulatory and Reference Data Product Manager

BLOOMBERG/ LONDON

Murat heads Bloomberg's EMEA and APAC product development for Reference and Regulatory & Accounting Enterprise data solutions. He interacts with clients and regulators, identifying key challenges and supporting the development of new data sets. Murat has 16 years of risk management and compliance experience covering sell and buy side markets. Before joining Bloomberg, Murat worked as a Director at KPMG, advising clients in risk control, capital management, compliance and accounting.

Daniel Caporaletti

Enterprise Content Product Manager

Bloomberg L.P.

Daniel Caporaletti is a product manager in the Bloomberg Enterprise Content Group, developing data feed solutions for derivatives, pricing and risk analytics. Daniel joined Bloomberg in 2007 and has been responsible for the development of Bloomberg derivatives data, pricing and risk analytics. Daniel also managed the Event Driven Feeds product, providing real time access to news, news analytics and economic indicators for algorithmic trading. Prior to joining Bloomberg, he worked as a derivatives structurer at Banca Nazionale del Lavoro (BNP Paribas Group) where he supervised the origination of cross asset derivatives and structured notes. Daniel holds a MSc in Economics and Finance from Marche Polytechnic University, Italy.

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