Fr2052a Reporting – Preparing for 6G
Please join Bloomberg and E&Y for an interactive discussion of the numerous challenges, a review of the 6G rule implementation and discuss what lies ahead as the industry and banks firm up their plans.
Discussion topics:
1. Overview of HQLA 5G-6G changes
- Timelines, changes to data requirements
- Data considerations and impact based on Bloomberg data
2. Liquid and Readily Marketable (LRM) requirement
- Data challenges/gaps faced by banks
- Industry approaches for meeting LRM criteria
3. How BBG data may help clients to meet 6G requirements
- LRM
- Collateral class
4. Outlook and open discussion
Speakers
Arjun Gupta
Senior Manager
Ernst & Young LLP.
Arjun Gupta is a Senior Manager in the Liquidity & Treasury Services practice of Ernst & Young LLP. He has over 14 years of experience in financial services industry serving clients across the globe in domain of Risk Management and Compliance and Data & Technology. He has helped large financial institutions navigate complex regulatory landscape and execute strategic transformation initiatives. He has led multiple engagements to assess and remediate treasury and liquidity risk capabilities in terms of the US Enhanced Prudential Standards, as well as other global (e.g., BCBS) and US regulatory expectations. Projects successfully addressed Federal Reserve and OCC observations, MRAs and MRIAs associated the Treasury and Liquidity governance, operating model, functional capabilities, reporting, infrastructure and independent Risk oversight.
Rong Ma
Product Manager, Regulatory Data Solutions Bloomberg
Bloomberg
Rong Ma is a Product Manager in Bloomberg’s Regulatory Data Solutions group. She has almost ten years of experience working in Basel Regulation related projects. In her current role, she designs, develops and implements solutions that help clients to comply with various regulation standards. Before she joined Bloomberg in 2014, Rong was a Quantitative Risk Analyst at Bank of New York Mellon. She holds a Ph.D. in Applied Economics.
Matthew Debrabant
Manager, Americas Risk and Valuations Sales
Bloomberg L.P.
Matt DeBrabant manages the Risk and Valuations Specialist team within Bloomberg's Enterprise Data division. He has 12 years of experience working with clients to help solve complex regulatory data needs. Matt has hosted numerous industry forums for international financial institutions to come to consensus on regulatory reporting and compliance best practices. Prior to joining Bloomberg, Matt was a mortgage backed securities trader on both the buyside and sellside, specializing in US agency backed mortgages. Matt holds a Bachelor's degree in Finance and Financial Management Services from Darla Moore School of Business.